Phinx
The best way to get Phinx is is via Composer (https://getcomposer.org):
curl -s https://getcomposer.org/installer | php
Then install Phinx:
php composer.phar require robmorgan/phinx
Then Phinx can be executed using:
vendor/bin/phinx
Now write your first migration:
$ vendor/bin/phinx init .
$ $EDITOR phinx.yml
$ mkdir -p db/migrations db/seeds
$ vendor/bin/phinx create MyFirstMigration
$ vendor/bin/phinx migrate -e development
And that's it! Phinx will connect to your development database and execute your first migration.