Hello and welcome!
There shouldn't be any reason to download, run, or do anything else with the source code unless you're getting ready to work on development to either change the source code (core code change) or work on an issue to submit a pull request to include it into a future DNN release.
Core code changes are NOT recommended and not supported in any way by any vendors in the ecosystem. Doing this will 100% ensure that you have numerous issues upgrading and maybe even several other worse scenarios.
In either case, the path is the same. You'll want to review the video playlist below.
With that being said, if you're trying to do anything else, I'd recommend looking at the source code in GitHub first. And for everything else where code is needed, there is a 99.9% chance there's another way to do it without doing anything with the DNN source code. :)
In the latter case above, I'd suggest creating a new forum post that outlines the challenge you're trying to solve instead of how to build DNN.
I hope this helps and good luck!