Learn about the Elm programming language at elm-lang.org.
Follow these instructions to use Elm on your machine. Be sure to use the platform specific installers if you are on Mac or Windows. It's way easier!
Use this script to build the entire Elm Platform from source: the compiler, REPL, package manager, and reactor. Be sure to read all the instructions to learn how the script works and what your workflow will be like.
If you are stuck, email the list or ask a question in the #Elm IRC channel.