Download it. You can either click this link, or, assuming you have wget installed:
wget --content-disposition http://www.knickersproject.org/GetKnickers
Unpack it someplace. Doesn't have to be web-accesible. (Replace the 'x.x.x' with whatever version number you received.)
tar xvzf knickers_x.x.x.tgz
An optional step to make things easier to remember later is to either rename the directory to just 'knickers' (instead of knickers_x.x.x), or create a symlink to it:
ln -s knickers_x.x.x knickers
Make a note of where this directory is -- this is KNICKERS_ROOT, and you'll need to know this later. That is, if you unpacked the file in /home/yourname, and made a symlink /home/yourname/knickers, then /home/yourname/knickers is KNICKERS_ROOT.
Next step: Getting Started