To be honest, GAE is preeeetty dead (the git purist in me wants to point to the fact it still uses SVN as an indicator of how long it's been dead

). And I'm not even sure I can fully recommend downloading from Sourceforge given its reputation these days.
At any rate, the sources are
this download and build instructions are (from the readme):
$ mkdir build
$ cd build
$ cmake -DCMAKE_BUILD_TYPE=Release -DCMAKE_INSTALL_PREFIX=/usr ..
$ make
$ make install
I have no idea about Windows, honestly. Haven't done Windows dev in ages and C++ is a royal pain on Windows.
If you're just looking for the learning experience or the likes, have fun. But if you're wanting to contribute, I suggest contributing to MegaGlest instead. Git repo:
https://github.com/MegaGlest/megaglest-source