Yes, yes, I know. There is the official document to guide you, e.g. http://docs.graylog.org/en/2.0/pages/installation/operating_system_packages.html
BUT, RTFM ! You need to install Java, MongoDB, elasticsearch config, and ensure they run well BEFORE you can run Graylog. That would need skills and time to do it right.
For those Ubuntu people, there is another way. Graylog officially (and constantly) releases a single deb package to update the OVA version. This package includes everything you need to run Graylog, so you can use it to deploy Graylog.
You can simply download the package at https://packages.graylog2.org/omnibus, dpkg -i to install, graylog-ctl to configure and run.
DONE.