ClustalW can be downloaded from ftp://ftp.ebi.ac.uk/pub/software/clustalw2/. Choose the src version, something like clustalw-2.0.10-src.tar.gz.

1. wget ftp://ftp.ebi.ac.uk/pub/software/clustalw2/2.0.10/clustalw-2.0.10-src.ta...
2. tar xzvf clustalw-2.0.10-src.tar.gz
3. cd clustalw-2.0.10
4. ./configure
5. make
6. su
7. make install
8. clustalw2

The last line is to test whether clustalw is properly installed and running.