The videos and subtitles are downloaded using FFmpeg. It is available for all major operating systems. You need to install ffmpeg and make it available in your $PATH before you can use nrkdownload.
Should be rather straight forward. Download the latest static build and run the installer.
Depending on your Linux-distribution, you might have to add a package-repository in order to install ffmpeg. If you get stuck, try too Google installing ffmpeg for YOUR_LINUX_DISTRO.
Download the static build of the latest release.
Open the .dmg-file and copy the binary file ffmpeg to e.g. a directory
bin inside your home directory. Then, add
~/bin to your PATH.