@Ralph Mul Thanks for reaching out. To install an API gateway on-premises using Azure API Management on a Linux VM, you can follow these steps:
Ensure you have an Azure API Management instance set up.
Have a Linux VM ready where you will deploy the self-hosted gateway.
Install Docker on your Linux VM as the self-hosted gateway is available as a Docker container.
To provision a self hosted gateway in APIM please refer: https://learn.microsoft.com/en-us/azure/api-management/api-management-howto-provision-self-hosted-gateway
To deploy a selfhosted gateway to Docker please refer: https://learn.microsoft.com/en-us/azure/api-management/how-to-deploy-self-hosted-gateway-docker
do let me know incase of further queries, I would be happy to assist you.