If you have a working ROS installation, catkin should be installed already.
Catkin has the following dependencies:
You can resolve these dependencies on Ubuntu with this command:
sudo apt-get install cmake python-catkin-pkg python-empy python-nose libgtest-dev
If you are not on Ubuntu you can install catkin_pkg from PyPi via pip:
sudo pip install -U catkin_pkg
Catkin is distributed with ROS as binary debian package for Ubuntu, it can be installed via:
sudo apt-get install ros-groovy-catkin
For ROS Hydro, install ros-hydro-catkin instead.