The latest release of CAFE can be found here: https://github.com/hahnlab/CAFE/releases/latest.
Download the file that starts with CAFE, e.g. "CAFE-4.0.1.tar.gz"
Then just copy the binary file to somewhere on your path, such as /usr/local/bin/. Alternatively, add /path/to/CAFE/release/ to your $PATH variable (in your .bashrc or .bash_profile).