Now that Drush has removed support for Pear, and running the drush.php manually is currently not working, you are “forced” to use Composer.
If you don’t follow this way, you will get an error like:
Unable to load autoload.php. Drush now requires Composer in order to install its depedencies and autoload classes. Please see README.md
If you do not currently have composer installed you will need to download and install it, see https://getcomposer.org/doc/00-intro.md for instructions.