Nothing gets installed on the host computer to be used by a user. Things are downloaded to a cache and pushed to a connected CPX board.
Use the latest stable version number you see at the top of:
https://github.com/adafruit/circuitpython/releases (currently 8.2.0)
which is currently the default:
./cpx_setup.sh
or to beta test: ./cpx_setup.sh 8.2.0-rc.1