Installation instructions for Windows, Linux and Azure App Service are in the Setup Guide.
You should only use the portable install sets for platforms where we do not have a specific install set. Platform-specific install/upgrade sets are smaller than the portable install sets because they only contain runtimes for a single platform. You should always use a platform-specific install set if possible. The portable install sets are nearly double the size because they have runtimes for each platform.
Upgrade sets are the same as install sets, but do not include databaseSettings.json or hosting.json files, to avoid overwriting any changes that you have made.