If you’re running Ubuntu, it’s recommended to install Bias via PPA-repository using the following command:
sudo add-apt-repository ppa:ki0n/desktop-apps && sudo apt-get update && sudo apt-get install bias

If you’re running other Debian-based distro, you can simply download/install DEB package and run Bias using
Applications → Accessories → Bias menu item or using bias command

Otherwise, download bias.zip, unzip it and run bias.jar file within unzipped "bias" folder
by double-clicking on it or using java -jar bias.jar command

NOTE: You must have Java installed to run Bias.
If you don't have it installed yet, you can download it from here.
(Installing via DEB package will resolve dependencies automatically though ;))