For 0.9.1 and later, just use the GUI installation wizard.
Currently, this installation wizard can help you install CDlinux onto 2 kinds of devices: USB disk/partitions, and Windows C: “disks”. If you want to install CDlinux onto other devices, or if you want to have more control and install CDlinux manually, here are some
CDlinux boots just like any standard conformed distros: the boot loader loads the kernel and a rootfs image (initrd or initramfs), then everything else is taken care of by Linux.
In CDlinux' case, the kernel is “bzImage”, and the rootfs image is “initrd”, just as the name implies. Just copy the CDlinux folder to any partition that your bootloader can read. Then add a entry to your boot loader's config file to load “bzImage” as the kernel and “initrd” as the initrd. That's enough. If you want more control over how CDlinux boots, take a look here:
What's CDlinux' kernel command line parameters?
For boot loader, you can choose from GRUB/GRUB4DOS/Lilo/SYSlinux. If you are using a Mac, you can use eLilo/Grub2. And as an example of GRUB4DOS, you can take a look at the /CDlinux/boot/menu.lst file in the CDlinux ISO image.