Install neovim

git clone git@github.com:neovim/neovim.git
cd neovim
sudo apt-get install ninja-build gettext cmake unzip curl build-essential
make CMAKE_BUILD_TYPE=RelWithDebInfo
sudo make install

Setup XDG_CONFIG_HOME

export XDG_CONFIG_HOME=$HOME/.config

or open ~/.bashrc and paste the line from above inside the file.