Easiest way is explained at: https://get.docker.com/.
Want to setup Docker on Ubuntu Trusty (14.04) using a script?
Complete details at: https://docs.docker.com/engine/installation/linux/ubuntulinux/
Here is the quick script:
sudo apt-get update
sudo apt-get install apt-transport-https ca-certificates
sudo apt-key adv --keyserver hkp://p80.pool.sks-keyservers.net:80 --recv-keys 58118E89F3A912897C070ADBF76221572C52609D
sudo sh -c 'echo "deb https://apt.dockerproject.org/repo ubuntu-trusty main" > /etc/apt/sources.list.d/docker.list'
sudo apt-get update
sudo apt-get purge lxc-docker
apt-cache policy docker-engine
sudo apt-get -y install linux-image-extra-$(uname -r) linux-image-extra-virtual
sudo apt-get -y install docker-engine
sudo usermod -aG docker $USER