There are 2 installers.
1. There Quick Install DVD, installs both Kubuntu and LinuxMCE at the same time in 20 minutes with only 3 keystrokes. You only pick the hard drive you want it to install onto, and it will partition it, format it, and install everything with default options. The DVD installer essentially takes a pre-installed image and copies it to the hard drive. This is why it is so fast and easy. But you also don't the low-level control over the installation process.
2. The CD installer comes on 2 CD's and requires you to first install Kubuntu 0704 using Kubuntu's Live CD, and then to install LinuxMCE on top. The CD installer can only be installed on a Kubuntu 0704 installation that has not already been upgraded, since LinuxMCE has its own update mechanism that updates both Kubuntu and LinuxMCE in parallel. The CD installer gives you a lot more options. After answering the setup questions, it takes a couple hours to install since everything is stored in .deb packages which must be decompressed and installed. The Installation_Guide explains how to install with the CD installer.
Both installers are on the Mirrors.
The new demo Video is the best way to get oriented and see what LinuxMCE can do and how to do it.
The short Architecture Intro which explains what pc's you'll need to install software on and how they all work together. Then there's a Quick Start Guide which explains how to set the video and audio settings using the AV Wizard, and to add devices to LinuxMCE with the Setup Wizard. The Usage Intro is a quick primer on how to use LinuxMCE once it's installed.
LinuxMCE is a huge program with lots of features that you won't even notice right away, and the wiki already has a ton of pages which I imported from existing sources when I launched LinuxMCE, such as the original User's Manual and Programmer's Guide. I found most of these docs weren't well organized and some of the data isn't up to date. But it's a wiki and all pages are open for editing, so hopefully this will improve.
Getting the source code
Instructions on getting the source code and compiling it are located on Building From Source page.