You need a subversion client. You then input the SVN address into the client, and it will retrieve the files.

If your on linux, just get the Subversion package. Then CD to the desired directory and enter the command and address to checkout the files.
Example:
svn co https://sauerbraten.svn.sourceforge.net/svnroot/sauerbraten sauerbraten

If your using Windows, you could try TortoiseSVN. Once installed, browse to a directory, right click, and select SVN Checkout. Enter the address.
Example:
[SVN Checkout]
https://sauerbraten.svn.sourceforge.net/svnroot/sauerbraten

+1 to Windecker; he explained everything simply :D
BTW, you can get the tarball from the sourceforge page if you don't want to install a client.