you could also try tkdiff, another gui diff program. It is nicer than xdiff, I think.
following what matthewg42 said, all linux distributions have different package management systems for ease of installation of new software. For example, I use debian. Getting, e.g. both xdiff and tkdiff for me is as simple as typing (as root)
Code:
apt-get install xxdiff tkdiff
What this does is get binaries suitable for my system. But you can always also get the source code for any program, and compile it if necessary for your system.
sourceforge archives the sources for many open source projects. for example, tkdiff is at
http://sourceforge.net/projects/tkdiff/