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 this command:
repo init -u git://github.com/VigorCM9/android.git -b ics
Then to sync up:
repo sync
I have conveniently included the Linaro 12.10 Tool Chain
so all you will need to do after syncing is build the setup, get the pre-builts, lunch and brunch.
Please see the CyanogenMod Wiki for building instructions.