From the same page as the packages, download the maps and demo data archives, diana_maps.tar.gz and diana_demodata.tar.gz respectively.

Choose a suitable location for installation. The default configuration file specifies /usr/share/diana as the directory to contain the maps and demodata directories supplied by the archives, so you may want to unpack the archives in that directory.

cd /usr/share/diana
tar zxf /path/to/diana_maps.tar.gz
tar zxf /path/to/diana_demodata.tar.gz

Alternatively, you can unpack the archives in another directory and modify Diana's configuration file to refer to their locations.