I previously wrote on how to install Varnish on Debian/Ubuntu. Here is how to install it on CentOS and the like:
- add EPEL to your repositories:
rpm -Uvh http://download.fedora.redhat.com/pub/epel/5/x86_64/epel-release-5-3.noarch.rpm
- install vanish using yum
yum install varnish.x86_64
Note: Change x86_64 to i386 if you are not on a 64 bit system.
Config files are at /etc/varnish/default.vcl and /etc/sysconfig/varnish