I will give an example of installing on Linux the latest version of Mercurial, downloaded from the official site.
If the system already has Mercurial, then delete, for example, in Ubuntu this can be done like this:
hg
hg version
which hg
sudo apt-get remove mercurial --purge
sudo apt-get autoremove
sudo apt-get remove mercurial-common --purge
Now install the necessary components:
sudo apt install python-dev python-docutils gcc
Download from the official Mercurial website and install:
wget https://www.mercurial-scm.org/repo/hg/archive/stable.tar.gz
tar xzvf stable.tar.gz
cd Mercurial-stable
sudo make install
which hg