The source code is hosted in Git and can be checked out the following way:
git clone git://git.code.sf.net/p/captainsengine/git captainsengine
Do not use the Subversion repository. It is now deprecated.
Make a directory where you intend to have your build results, e.g. build_engine parallel to the checked out source code. Go into that directory.
Building for Linux on Linux:
You can simply use the default options, so
cmake ../captainsengine
configures your build with the most common options
Linux:
make Adventure
builds the Adventure executable
Linux:
Copy ../captainsengine/Adventure/AppBuilder/AppBuilder/ffmpeg/bin/engine.ini to your build directory
Execute Adventure/AppBuilder/Appbuilder/Adventure ../captainsengine/Adventure/AppBuilder/test/data/game.dat