Here's how to install alShaders (I did it on Windows, but the general idea is the same on Linux or Mac OS X).
Download the latest alShaders.
Extract the downloaded file somewhere. For example, I created a C:\solidangle\alShaders folder and extracted the file in there. That gave me four subfolders (ae, bin, spdl, and Args). For Maya and MtoA, you need the ae and bin folders only.
Set the ARNOLD_PLUGIN_PATH and MTOA_TEMPLATES_PATH environment variables. For example, you could add these lines to Maya.env: