Fortunately, Vincent Bernat has done all of the hard work and released something called a PPA, or Personal Package Archive. You can compile the source code yourself, but that can be a lot of extra steps.
The version you get with apt out-of-the-box will be stable and secure, but it’s going to lack some of the cool new features you’ve been reading about, such as FIX protocol support, HTTP/2 WebSockets, or Dynamic SSL Certificate Storage. Yes, that simple command will quickly and easily set you up with HAProxy, but you’ll find that the version you’ve just installed probably lags behind the current release by a minor version number or two, sometimes as much as a major version number.