R

You first need to install R. Here are the main links depending on your OS:

seewave

To install seewave, launch R, and then in the console: 
install.packages("seewave", repos="http://cran.at.r-project.org/")

other packages

seewave needs other packages to run properly, if not installed, you should do this: 
install.packages(c("fftw","tuneR","rgl","rpanel"), repos="http://cran.at.r-project.org/")

known issues

fftw

With Linux, you need to install the fftw3 andd fftw3-dev libraries. In the terminal do this: 
sudo apt-get install libfftw3-3 libfftw3-dev

libsndfile

With Linux, you need to install the libsndfile1 libsndfile1-dev libraries. In the terminal do this: 
sudo apt-get install libsndfile1 libsndfile1-dev

rgl

With Linux, there is sometimes a trouble installing the package rgl. In the terminal do this: 
sudo apt-get install r-cran-rgl
and then try to re-install seewave from the R console.

tcl/tk

With Mac OS, there is sometimes a trouble installing the package tcltk. The console just freeezes when loading seewave. Following the instructions detailed in the R page, you need to download this additional tool.