You can download the latest release as PHAR from the Releases Page.
The package is using stecman/symfony-console-completion to provide shell completion. To have your shell complete commands, arguments and options, you need to run the following in your shell:
# BASH ~4.x, ZSH
source <(pimcore.phar _completion --generate-hook)
# BASH ~3.x, ZSH
pimcore.phar _completion --generate-hook | source /dev/stdin
# BASH (any version)
eval $(pimcore.phar _completion --generate-hook)