APC is just a PHP library, so you can install it using PHP's tool (pecl), or by using your package manager, which you can do via Virtualmin, so for example in Ubuntu you would install the package named php-apc. The pecl route will get you the latest version, the package manager route will get you your distro's version (so probably not the latest, but easier to maintain).
Once installed it is enabled by default, but you'll probably want to find and install the apc.php script so that you can see what's going on - in Ubuntu you'd find it in /usr/share/doc/php-apc/apc.php.gz.
Edited to add note re. additional query re. various PHP modes: -
I only have experience with mod_php, where it works very well. I understand that it works with FastCGI, but have not used it that way. It won't work under CGI as it needs to share its cache.