Welcome to LQ.
Eclipse : Open a terminal window, and type :
sudo apt-get install eclipse
.... Then eclipse-3.5.2 gets installed.
Software (eclipse etc.) can also be installed with the Software Manager = Synaptic
And in general for all software's i install in linux,
how should i set path and other things ?
Unless it's something very unusual, you don't have to do anything.
The command : env | grep PATH
... will show the system PATH's.