The source code is managed in a Git repository hosted by SourceForge. To clone the repository use the following command.
git clone git://git.code.sf.net/p/zsh/code zsh
You can also browse the repository online through SourceForge's Git viewer.
To build it, you will need to run Util/preconfig to build the configure script. This requires that you have a copy of autoconf installed. Documentation is pre-built for the releases so unless you have Yodl installed builds from Git sources will fail when they come to build documentation. This is after zsh itself has been built so don't let that error worry you.
The master branch contains the current development.
Be aware that if you obtain your copy of Zsh in any of the ways described on this page, it is likely to contain many more bugs than the official releases. If you're not interested in having the very latest features and just want to get on with some real work get the latest stable release.