The easiest way is to install Fudge on a real machine is to have it side by side with your current operating system and bootloader. Assuming you are running say Linux and have your boot partition in /boot you only need to run this as root:
$ make install
This will copy fudge and fudge.cpio to /boot. If your boot partition is somewhere else you can override the default /boot by adding the DIR_INSTALL variable:
$ make DIR_INSTALL=/some/place/ install
Use Fudge with the Grub legacy bootloader.
Use Fudge with the Grub 2 bootloader.