Use opam: https://opam.ocaml.org or https://opam.ocaml.org/doc/Install.html.
Additionally, see: https://ocaml.org/install#linux_mac_bsd and https://ocaml.org/docs/set-up-editor.
It is easy to set up with Emacs, for example. VSCodium has OCaml extension as well.
All you need for the OCaml compiler is opam, it handles all the packages and the compiler.
For your project, use dune: https://dune.readthedocs.io/en/stable/quick-start.html.