Ubuntu/Debian

Zabbix has repositories available for Debian and Ubuntu just as it does for CentOS/Red Hat, so both are equally supported. Just be aware that Zabbix SIA has a slight preference lately for CentOS/Red Hat, and that this is the preferred OS for their training as well, but both are equally supported and tested:

# For Ubuntu 18.04
# wget https://repo.zabbix.com/zabbix/4.0/ubuntu/pool/main/z/zabbix-release/zabbix-release_4.0-1+bionic_all.deb

# For Debian 9
# wget https://repo.zabbix.com/zabbix/4.0/debian/pool/main/z/zabbix-release/zabbix-release_4.0-1+stretch_all.deb
# dpkg -i zabbix-release_4.0-1+bionic_all.deb

Once the repository has been set up, you may want to update the cache and install the packages, as follows:

# apt update
# add-apt-repository universe # (This is needed
                              # for package 
                              # like fping ...)
# apt install zabbix-server-mysql zabbix-agent zabbix-frontend-php