So you want to get yourself a Concourse.
There are a few supported ways to get going. All distributions of Concourse are equivalent in feature set, the only difference being operational concerns like scaling up your workers, and how quickly you can bootstrap.
For the quickest introduction, you may want to spin up a local VM with Vagrant. This should take only a few minutes, depending on how quickly you can download the image.
Or, if you want to invest a bit in spinning up a fully automated cluster using a tool that meshes well with Concourse's ideals, buckle up and head over to Clusters with BOSH.