You can install the Drupal Console locally by running the installer in your project directory, the installer will take care of downloading the necesary files to run drupal console on you computer.
$ curl https://drupalconsole.com/installer -L -o drupal.phar
$ php -r "readfile('https://drupalconsole.com/installer');" > drupal.phar
$ php drupal.phar
You can place this file anywhere you wish. If you put it in your PATH, you can access it globally. On unixy systems you can even make it executable and invoke it without php.
$ mv drupal.phar /usr/local/bin/drupal
$ chmod +x /usr/local/bin/drupal
$ drupal
NOTE: The name drupal
is just an alias you can name it anything you like.