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XTreme Down load manager is a java application. So its required to be OpenJDK installed. You can install OpenJDK package from software center
Then download xdm-setup-x64.tar.xz from http://xdman.sourceforge.net/#downloads
Extract it and navigate to the extracted folder in Terminal. Run the following command to install XTreme Download Manager
sudo ./install.sh
Please refer the following image for more details.