How can I change the installation directory (I am using Linux OS)?
There is no way in the Linux installer to change the installation directory. You can move the installation folder after the fact. This process is covered in the readme file:
Relocating Wowza Streaming Engine
The Mac OS X and Linux installers do not provide an option to choose the location of the installation of the base server files. For Mac OS X this location is /Library/WowzaStreamingEngine-[version] and for Linux it’s /usr/local/WowzaStreamingEngine-[version]. All the server startup scripts locate the server files through a symbolic link named /Library/WowzaStreamingEngine (Mac OS X) and /usr/local/WowzaStreamingEngine (Linux). If you wish to relocate the base server files you can move them where you choose and update this link using the ln -sf command.