That would depend upon several factors:
1. What distribution are you using and what version?
2. What exact driver do you need to install?
3. Why do you believe it is not already installed - what problem are you having?
The Linux kernel includes most drivers so you do not need to install them - unlike the Windows world, it is all done for you so you don't have to bother.
There are some exceptions to this, depending upon the kernel version you are using and what hardware you have.