Broadly speaking, compiling AgDev entails cloning CEdev, then copying AgDev source files on top of that repo, and then building CEdev, with some additional cleanup work performed afterwards. However, there's a lot of ways this can go wrong, so build scripts are provided to make this process easier. These scripts will place the AgDev build inside the AgDev_build folder relative to where they're called. They take an optional argument which points to a local copy of the AgDev git repo; if this is not provided it will pull from the main branch on GitHub instead.
If you run into issues, try installing the CEdev prerequisite libraries (fasmg, ez80-clang, and MinGW for Windows users) as described in the CEdev compilation instructions.
compile.bat [path\to\agdev\repo]
sudo sh compile.sh [path/to/agdev/repo/]