To get started with Android/CyanKang, you'll need to get familiar with Repo and Version Control with Git.
To initialize your local repository using the CyanogenMod trees, use a command like this:
repo init -u git://github.com/CyanKang/android.git -b cm-10.2
Then to sync up:
repo sync
Please see the CyanogenMod Wiki for building instructions, by device.
All supported devices are built nightly and periodically as changes are committed to ensure the source trees remain buildable.