You can use the provided binaries for Windows, Mac OS X and generic Linux from gidix.de, but if you need the latest and greatest version (which can be buggy, btw.) you can always compile from source. Here's how:

1. Clone this git-repository into a directory on your hard drive, i.e. git clone https://bitbucket.org/bluefirex/expression-tidesdk.git /home/git/expression-tidesdk. Replace the folder with a desired one.
2. Download TideSDK and TideSDK Developer for your specific platform.
3. Follow the instructions on how to install TideSDK (not Developer) on your computer.
4. Start TideSDK Developer and click import project in the top bar.
5. Choose the expression-git-folder you cloned the git into from step #1.
6. Click "Test & Package" and then "Launch App". If everything runs fine cou can Package it.
7. Click "Package with[out] Runtime" (depending on your needs). You will then find a folder called Packages in the git folder.