In Ubuntu it's very easy to install though:
Run a terminal [CTRL ALT T] and enter the folowing command:
sudo apt-get install celestia celestia-gnome celestia-common-nonfree xorsa libnova-0.12-2
This will install celestia in your ubuntu system.
But the best part is that you can expand your planetarium by using files from this website: http://www.celestiamotherlode.net/
Files loaded from this site should be placed in your celestia installation map thats located in:
You need root privileges to copy file to that location.