To use Joda-Time you need to download the latest version. The download will contain the joda-time jar file. Once you add this to your classpath you will be able to use Joda-Time.
The binary download also includes joda-time-sources.jar, which is a jar file of the source code suitable for linking to the jar file in IDEs such as Eclipse.
The release notes for upgraders can be found here:
If you want to build Joda-Time from source you will need Apache Ant or Apache Maven. Search to find out more about building using those tools.