# Set up haxelib
sudo mkdir -p /usr/lib/haxe/lib
sudo chmod -R 777 /usr/lib/haxe/lib
sudo haxelib setup /usr/lib/haxe/lib
FWIW, the actual software is download by the script, eg: http://haxe.org/file/haxe-3.1.1-linux64.tar.gz
For something that is aimed at developers, one would think this stuff installed under /usr/local or /opt (benefit of /usr/local is that most(?) distributions set up PATH,MANPATH, various link/library paths etc to include /usr/local. Benefit of /opt is keeping the package well "out of the way".
World writeable directories without a sticky-bit is generally just wrong -- under /usr/lib it's pretty terrible.