Installing Omega and creating a subtheme has never been easier! You can do it all with the help of the inimitable drush.
If you aren’t using drush yet I strongly suggest you start using it immediately.
Drush is a command line shell and Unix scripting interface for Drupal, a veritable Swiss Army knife designed to make life easier for those who spend their working hours hacking away at the command prompt
That's what it says on the github page but simply speaking that means you get loads of new commands that let you interact with Drupal - stuff like downloading and enabling modules, clearing caches and so on. Here is a guide on setting up drush on your machine.
OK, so assuming you are now set up with drush, Installing Omega and creating a sub theme is as simple as a couple lines of code in the command line. So first, make sure you are in your site directory:
Now use drush dl to download Omega:
drush dl omega
You may need to clear drush's cache so that it will know about the new commands that come with Omega:
drush cc drush
Use the new omega-wizard drush command to create your subtheme:
Now the omega wizard will take you through a quick step by step process and you are good to go! You have now created an omega subtheme!