Pi Hole is a DNS with add filtering. This is an useful way to block undesirable add webpages and trackers without installing an addblocker on each PC on the network. It also helps by giving names to our machines, so we can connect them using something like machine.domain instead of the IP.
Download and install
To run the installer, is quite easy, just type as follows:
sudo curl -sSL https://install.pi-hole.net | bash
Configuring the installation
Now, a few steps are required in order to install Pi Hole. As we can see, a GUI were launched, and will ask us the needed information for the installation.

First of all, it will advice us that it needs a static IP address to work.

After that, the next step is to select an upstream DNS, in my case I use Cloudflare ones.

Now, we can specify the blokcklists, or disable them. This can be also configured later, using the web interface, or add more lists.

This step ask us to install (or not) the web admin interface. As you can see, they recommend it, and I do also, just to be able to configure more things in the future.

I recommend to install lighthttpd server, this step will install all the needed modules to properly run the web admin interface. If you decided to not install the web admin interface, you can skip this step too.

Logging queries will allow you to register which machine requested which domain to be resolved. Enabling or disabling it is up to you. But like other configurations, you can change this with the web admin interface.

Now, as the last step, you can pick the privacy mode. Like the previous step, you can modify this using the web interface.

When you finish the configuration, it will promt some lines installing all the needed packages and modules. After that, this message will show up, showing the admin password, and the URL to connect to the web admin interface.

At the last step, you can change the web interface admin password, by using this command:
sudo pihole -a -p
Now, you will have a fully functional PiHole, no more steps are needed, it is up and running!