Windows: For Windows, the libsodium library is included in the release packages. Or just use the NuGet version which has everything you need.

OSX: For OSX, libsodium-net can easily be built in Xamarin Studio, and libsodium can be installed easily via brew:

brew install libsodium --universal

Linux: As with OSX, building with Xamarin Studio is simple, or there's always the option of using xbuild:

xbuild libsodium-net.sln

For libsodium, many package managers provide older versions, so it's recommended to build the latest version from source. Thankfully, this is a fairly painless process. See the file or the libsodium README file for details.

Other: Support for other Mono supported platforms hasn't been determined. It may or may not work.

Note: For all platforms, it's critical that libsodium be compiled for the architecture that the process is running under. If they don't match, you can expect to see errors. If your process is x86/i386, you can't use a copy of libsodium compiled for x64.