[doc] migrate the markdown files (#2652)

docs/source/en/get_started/installation.md

@@ -0,0 +1,37 @@
+# Setup
+
+## Download From PyPI
+
+You can install Colossal-AI with
+
+```shell
+pip install colossalai
+```
+
+If you want to build PyTorch extensions during installation, you can use the command below. Otherwise, the PyTorch extensions will be built during runtime.
+
+```shell
+CUDA_EXT=1 pip install colossalai
+```
+
+
+## Download From Source
+
+> The version of Colossal-AI will be in line with the main branch of the repository. Feel free to raise an issue if you encounter any problem. :)
+
+```shell
+git clone https://github.com/hpcaitech/ColossalAI.git
+cd ColossalAI
+
+# install dependency
+pip install -r requirements/requirements.txt
+
+# install colossalai
+pip install .
+```
+
+If you don't want to install and enable CUDA kernel fusion (compulsory installation when using fused optimizer):
+
+```shell
+CUDA_EXT=1 pip install .
+```