Não há nenhuma instalação necessária para utilizar estas funções, elas fazem parte do núcleo do PHP.
Nota: Getting the latest timezone database
The latest version of the timezone database can be installed via PECL's » timezonedb.
Nota: Experimental DateTime support in PHP 5.1.x
Although the DateTime class (and related functions) are enabled by default since PHP 5.2.0, it is possible to add experimental support into PHP 5.1.x by using the following flag before configure/compile: CFLAGS=-DEXPERIMENTAL_DATE_SUPPORT=1