The installation of SQLcl is easy... you just download the zip, unpack and run the executable.
But to be fair, before I got SQLcl running (especially the script part) I encountered a number of issues, so hopefully this post helps you be able to run SQLcl with all features in minutes as it's meant to be :)
Those were the error messages I received when running sql (script):
The solution for me was to upgrade my Java version to Java 8.
Here're the steps on my OEL/RHEL system to upgrade Java:
Now when running SQLcl everything worked like a charm. Hurray :)