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 command like this:
repo init -u git://github.com/blackz1982/android.git -b cm-12.1
Then to sync up:
repo sync
Please see the CyanogenMod Wiki for building instructions.
For more information on this Github Organization and how it is structured, please read the wiki article
All supported devices are built nightly and periodically as changes are committed to ensure the source trees remain buildable.
You can view the current build statuses at CyanogenMod Jenkins