I'm new to Lisp, and this would be a total lifesaver for newer users. I have this mound of files, but no clue how they're supposed to be integrated into my project.
Sorry, I don't watch this forum too closely.
The best way to learn about setting up Lisp systems is to consult the documentation for the defsystem utility used, in this case it is ASDF which has information at http://www.cliki.net/ASDF. The site has other good information for newbies, and this isn't cl-sdl specific.
The README file does specify one thing which is cl-sdl specific, namely, that you need to run 'make' to compile the foreign glue code first. Otherwise, it's ASDF.