Grab a build, extract the folder (called something like cxclient_x.y) into your Minecraft folder's subdirectory versions. Depending on your OS your Minecraft folder is different:

We planned an updater and now it is technically easily possible, but...we won't do it! There are reasons, you can find them here. For pure updating you can just put the new folder there and change your profile in the launcher.

There are currently two ways of extending CXClient in development: The iAPI and the eAPI.

The iAPI is for traditional "addons"/"plugins", JARs from the subdirectory cxclient_addons of the Minecraft directory are automatically loaded on startup. In a scheme that is not stable yet, those addons are then initialized so they can hook themselves into the core of CXClient.

The eAPI rather is for extending CXClient externally, i.e. from an external program written in any programming language doing anything. It is even less done than the iAPI, but progress is quite quick right now. Previous development versions of it used a directory structure with ridiculous file I/O usage, while the current one is very similar to what Vanilla Minecraft servers do: It allows external programs to connect to an RCON server that then executes the given commands.

For instructions on how to build CXClient yourself or hack on it, you can read the according document.