The following is a detailed guide to get Redis installed and configured for your server. It assumes that you are an Ubuntu Server 14.04, or the equivalent Debian release.
First, download the Drupal redis module, which should go to sites/all/modules/contrib. You can do that in many ways, here is how you would use Drush for that:
drush @live dl redis
You do not need to enable any Redis modules in Drupal.