NOX is a package in the Trilinos Solver Framework. You will have to download the Trilinos software, configure for your machine, build the libraries, and install them into your working directories.
The Getting Started With Trilinos page is an excellent resource for configuring and building Trilinos. Important links include:
If you have problems configuring and compiling Trilinos, please report them using Bugzilla; see Reporting Bugs and Making Enhancement Requests for more information.
Go on to Step 2: Create concrete implementations of the NOX::Abstract classes.