If it's so simple, what can go wrong?
Let's start with installation. If you are technically inclined, you can purchase a kit to install your ductless mini split air conditioner. Most companies offer an installation kit. Essentially, you need to attach both the indoor and outdoor units, connect refrigerant lines, and make some electrical connections. It is important to note that while some companies will void your warrantee if you self-install, many do not.
If any of the above makes your eyes cross or cartoon question marks appear above your head, hire a professional for installation. Installation in an average home will only cost around $200. If you are already paying $1,500 to $4,000 for a system, it's a small price to pay for peace of mind.