Thanks Ana for your answer.
Meanwhile I have referred the document: https://help.pentaho.com/Documentation/8.2/Setup/Installation/Archive/Linux_Environment
and as per document, installed pentaho-server-ce-8.2.0.0-342.zip but not found either kitchen.sh or pan.sh !
As you answered, "The installation is the same as with your desktop" means is it the same PDI client 8.2 need to install ?