To get started with Android/CyanogenMod, you'll need to get familiar with Git and Repo.
To initialize your local repository using the CyanogenMod trees, use a command like this:
repo init -u git://github.com/CyanogenMod/android.git -b cm-10.2
Then to sync up:
repo sync
Please see the CyanogenMod Wiki for building instructions.
You'll also need to add local manifests from this repository to your .repo/local_manifests.