It's very easy to start using Sidekiq. It can be installed as gem:

$ sudo gem install sidekiq
Password:
Fetching: redis-4.0.2.gem (100%)
Successfully installed redis-4.0.2
Fetching: connection_pool-2.2.2.gem (100%)
.,,,
Done installing documentation for redis, connection_pool, rack, rack-protection, sidekiq after 7 seconds
5 gems installed

As you can see, some dependencies are installed as well, such as Redis, connection pooling, Rack, and Rack protection.