The easiest way to get Aten is, of course, to download a precompiled installer for your system. Installers are available for Windows, Mac OS X, and some Linux distributions in the downloads section. Some old legacy versions can still be found at the OpenSuSE Build Service.
Coming soon (probably!).
If you want to compile Aten by hand (e.g. if you’re keeping your own copy of the source and updating it from GitHub) then these guides may help. They are very general and (unavoidably) quickly go out of date, but they should provide some info to at least get started. The Windows method is entirely different and somewhat more complicated than for Linux and Mac OS X, but a working approach is documented here.