ah ok...where do I get it from? 
From SVN as geever stats.....
Look thru how to configure the setup - may take a bit of efforts. Post here again if u need help.
After getting that part done, basically :
1) compile your codes
2) compile maps (first time will take long, subsequent ones faster, unless u r rebuilding a /clean map). This script (dos .bat batch file) is found in the SVN (/contrib/scripts/compile_maps.bat)
3) Compile the NSIS installer if u intend to make it an installer. Else, u can just run the ufo.exe from your SVN downloaded directory.

Cheers!