There's no universal installer for Linux. Most distros either use RPM packages or DEB packages, except for Slackware. There is a tool that will produce both DEB and RPM packages from a common set of definitions, though I can't remember its name right now.
The easiest way to learn how to build RPMs is to check out the dated, but still useful online docs at rpm.org. You'll also benefit from installing a few SRPMs and looking at their SPEC files. Note that the default build location required you to build RPMs as root in the /usr/src/redhat directory, though it's not too difficult to set up your own private build area and run the process as an ordinary user.
However, you can make life a lot easier if you know that all your target machines have some sort of network access and a copy of JRE 1.4 or later. In that case, you can build a Java WebStart, which is a 100% Java package that runs under all OS's, including Windows and Linux. It's also capable of keeping itself up to date.
An IDE is no substitute for an Intelligent Developer.