The easy way
Polly recently added a PPA - to add it, run the following:
sudo add-apt-repository ppa:conscioususer/polly-daily && sudo apt-get update && sudo apt-get install polly
Then, just select "Polly" to run from the Unity Dash, or run
polly from a terminal if you want to catch the messages/output/etc.
Outdated instructions that are being kept for future reference:
Fairly simple to run it. This won't install it properly, it'll just download the python files to your home directory and run them. But it works.
cd ~ sudo apt-get install python-socksipy python-oauth2 python-numpy bzr bzr branch lp:polly ~/polly/polly
If you want to make a launcher, just have it run
You'll want to keep it updated on a regular basis. To do that, run:
cd ~/polly && bzr update