Before you can build anything, you need to download the Flutter SDK. If you go to the main Flutter website at https://flutter.dev, they currently recommend that you download one of their prebuilt packages for macOS, Windows, or Linux. This is certainly OK, and if you feel comfortable with this approach, you can certainly follow it. However, we can do better. Since Flutter is completely open source and hosted on GitHub, if you just clone the main Flutter repository, you'll already have everything you'll need, and you can easily change to different versions of the Flutter SDK if needed.
The packages that are available to download on Flutter's website are snapshots from the Git repository. Flutter uses Git internally to manage its versions, channels, and upgrades, so why not go straight to the source?