Rosetta is distributed as source files – you need to compile it yourself. See https://www.rosettacommons.org/docs/latest/build_documentation/Build-Documentation for details. You may need to install a C++ compiler (normally gcc) and the libz library in order to compile. How to do this will depend on your operating system. (There’s some hints on the page.)
Note that if you want fragment_picker.boost_thread.linuxgccrelease you’re going to need the “extras=boost_thread” version of the compilation. Just add that to the commandline and it should (*cross fingers*) work – there may be additional troubleshooting needed.