Please use --recurse-submodules option with the initial git clone. If you
had already cloned the repository without this option, please run git submodule update --init to also get all 3rd party libraries code.
Otherwise, building from Git checkout is not different from building from the sources include into the releases, so please follow the usual instructions in the port-specific files, such as wxMSW, wxGTK, wxOSX and so on.