git clone https://github.com/justingardner/mgl.git mgl
You may already have git installed, in which case the above command will work from the terminal. If not (i.e. you get “Git: Command not found” when you try the above), you will need to install git - there are multiple ways to do that, but the easiest may be to get it as part of the command line tools of XCode. Download Xcode (make sure that you have checked the option to install the command line tools to get git - if you already have Xcode installed, but git is not installed, go to Xcode > Preferences > Downloads > Command Line Tools > Install). You will also need to have Xcode installed if you need to recompile mgl. If you are really unable to get git working, you can download without using git as a zip, but it will not be as easy for you to update the code.
Once you have downloaded, see Initial setup for installation instructions.