In order to install proty you should check if there is a package available for your operation system or linux distribution. If not you have to build proty from source (see From Source).
There is a build script in the AUR to build the most recent proty release. If you have yaourt installed you can install proty by invoking this command:
$ yaourt -S proty
If not you can install proty like this:
$ mkdir proty && cd proty
$ wget http://aur.archlinux.org/packages/pr/proty/PKGBUILD
$ makepkg -i