You can download a copy PGE from http://floppsie.comp.glam.ac.uk/download/pge/pge-4.0.tar.gz and extract the archive contents. Both the download and extraction can be done from the command line:
$ rm -f pge-4.0.tar.gz $ wget http://floppsie.comp.glam.ac.uk/download/pge/pge-4.0.tar.gz $ tar xvf pge-4.0.tar.gz
You can configure PGE by:
$ mkdir -p build-pge $ cd build-pge $ ../pge-4.0/configure
and pge can be built by typing:
$ make
The breakout example game can be run by:
$ make breakout
The matchsticks example game can be run by:
$ make matchsticks