First off, I'd suggest a separate thread to ask this in, but,
If you want to grab a development build I would choose between either the occasional links here (which are links to .EXE installers, so no use of SVN or compiling with Codeblocks is required, simply downloading from a link in this thread and running the installer is all that is needed), or, option B, using the instructions in the wiki to checkout an SVN copy and update as often as you want.
If you already have an installed copy, either from one of the links in this thread or the stable release, I would keep it in a completely separate folder on your hard drive from any SVN copy to avoid mixing and messing things up - I wouldn't even put an SVN copy inside an existing UFO: AI folder, but rather someplace else, such as in your "My Documents" or on another drive or partition.
For option B, yes, you do indeed select "Full Recursive."
Regarding the platform (Windows vs. Linux or Mac) the source, which are the "building blocks" used to put together the program, are cross-platform, meaning they can be constructed into a version for any of those platforms. When you see folders for all three in the downloaded SVN, this is normal. Once these "building blocks" files are downloaded you need to follow the instructions for using Codeblocks to compile (meaning put those blocks together into a program your machine can run) the main program and then the maps. Every time you update from SVN you need to re-compile the main program, and also run "compile_maps.bat" to update the maps as well.
Or you could go with option A, to simply grab an installer that appears in this thread, so you don't have to mess with all that stuff.
Apologies if this is more information than you need, I don't know how much you know or don't know about programming, compiling, etc. or what your background is. Also, I admit that was a quick-and-dirty explanation of how compiling and source code works, and probably not the best explanation out there. If you need elaboration on any of these points, just ask.
If you want to try option B to always have the absolute latest version whenever you want, follow the wiki and post questions in another thread if you run into trouble.
I hope this helps.