Pterodactyl is a software for managing game servers. As it’s still in development, installing it in some environments is not straight-forward. You should read the official docs along. The guide is written for Plesk but could be helpful for other panel users like cPanel too.
EDIT (15. Mar 2018): Updated for Pterodactyl v0.7.6
EDIT (28. Jun 2018): Updated for Pterodactyl v0.7.7
EDIT (06. Mar 2019): Updated for Pterodactyl v0.7.13