After downloading the file:
boinc_client -attach_project http://setiathome.berkeley.edu df0d93e384a2700f70e0bc45a1b2c96c
Instructions on running the core client (command-line options, etc.) are here.
You'll probably want to arrange to run the executable each time your machine boots or you log on. Some examples follow.
Users have contributed scripts for automatic startup of BOINC on various versions of Unix: