If you really want to install svn yourself, figure out what flavor of linux that godaddy is using to host your delux grid account, and then google for instructions on how to install subversion on that flavor of linux.
Otherwise, use free svn hosted service unfuddle.com.
I've hosted my own subversion site before and, in my experience, it's much easier to use a dedicated svn hosting service like http://unfuddle.com rather than maintain it yourself. Unfuddle provides unlimited svn repos for free for single developers.
Of course, if you're interested in hosting subversion yourself in order to improve your sys admin skills, then you should be able to ssh into the godaddy linux account and use the linux distribution's package manager to install subversion.
For example, if godaddy is running Ubuntu, you could do something like the following:
$ ssh username@ip_address_from_godaddy
$ sudo apt-get install subversion