Assuming you use Linux: usually, what I do is create a folder in my Documents directory specifically for handling Git projects (mostly because I like being organized), then open a terminal window there (right-click and press "Open Terminal Here") or CD to its directory (for example, if it's in home//Documents/Git, run cd ~/Documents/Git).

Then, go to the github page, click the green Code button, and copy the URL there, which you will use to pull its git repository. Normally, you would then do git clone <git URL>, but the instructions say this uses submodules, so you should instead use git clone --recursive-submodules https://github.com/Mr-Wiseguy/N64Recomp.git. Don't bother making a specific folder for this project because git automatically does that.

Then, go inside the folder containing the cloned git repository, make a folder inside it for containing the compiled build of the project (name it, say, "build"), move inside said folder, and then run cmake .. (you may have to install this package first depending on if your distribution includes it or not) and then cmake --build. I think it then should be done.