If you have your own custom ruby installed or you are using the one provided with the OS, just use the gem command to install the debugger.
gem install puppet-debugger.
First you will need Ruby >= 2.4 or whatever the Puppet version you have installed supports.
Then it is just a matter of installing the gem (user space).
gem install puppet-debugger --no-ri --no-rdoc --user-install
If you see this warning, make sure you add the specified path to your path variable.
WARNING: You don't have /home/user_1/.gem/ruby/2.4.0/bin in your PATH,
gem executables will not run
export PATH=$PATH:/home/user_1/.gem/ruby/2.4.0/bin