To get started with Android/CyanogenMod/GreenRomProject, you'll need to get familiar with Git and Repo.
To initialize your local repository using the projects needed to build GreenRomProject, use a command like this:
repo init -u http://github.com/greenromproject/GRPmanifest.git
Then to sync up:
repo sync -j16
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