If you installed one of the redistributable packages then all you need to do is add the moose/gui path to your $PATH like so:
export PATH=$HOME/projects/moose/gui:$PATH
(if you went by our directions and created a projects directory where you cloned MOOSE)
Then just run peacock in a MOOSE application directory. For instance
cd $HOME/projects/moose/test
make -j8
peacock
The "make -j8" is just to make sure that you have built the moose_test executable.
I recommend putting the PATH export in your .bashrc or .bash_profile (for Linux or OSX).
Derek