Get some cheap hardware (e.g. a STM8S103F3P6 breakout board for $0.65 and a ST-Link V2 dongle for $2). download the binary release, flash it, and have fun!
If you like it, and you want to hack board support code for your favorite STM8China gadget, you need:
a Linux SDCC tool chain installation (installation instructions for SDCC & stm8flash are in the Wiki)
Clone the project on GitHub
Run "make BOARD=xxxx flash" with xxxx as CORE, MINDEV, SWIMCOM, W1209, W1401, or C0135 for building and flashing a variant, or run "make" for building all variants. You can also copy a variant folder to a new folder, modify it, and run "make BOARD=yourfoldername flash" to build and run it.