You can check the documentation to install Concrete ML following this link: Installing — Concrete ML Manual
What installation method should I prefer: docker or pip package?
If you don’t know docker well, the pip package installed in a virtual environment (venv — Creation of virtual environments — Python 3 documentation ) is recommended.
If you want an all in one environment with a Concrete ML enabled Jupyter Notebook then docker is probably a good choice if you don’t want to set things up yourself. Detailed instructions here: Installing — Concrete ML Manual