J9.4 is available for nonavx, AVX, and AVX2 hardware (see Guides/AVX). The initial installation from zips is non-AVX and finishing the installation steps upgrades to AVX or AVX2 as appropriate.
Download and Install
Most Windows users should use All-in-One.
All other users should use this link to access the appropriate zip files.
J9.4 uses gmp for extended precision and rational numbers. You may need to
from within J after installing or upgrading J9.4. This needs to happen at most once.
In addition to the base IDE configurations of console and JHS there is a Qt-based IDE also available in the addons.
Once installed, all updates can be done with pacman (package manager).
J scripting support
If you are interested in creating J scripts on unix-like systems, for shell scripting you should probably create a symbolic link at /usr/bin/ijconsole pointing at the J interpreter.
sudo ln -fs /Applications/j9.4/bin/jconsole /usr/bin/ijconsole