Assuming you have a Mac running OS X, Xcode, and a git client, in order to use Cocotron you need to:

A) Checkout/clone the Cocotron source with git

Go to Source

B) Run InstallCDT for the target platforms you want

Go to InstallCDT

D) Compile Cocotron for the target platforms

E) Add Cocotron based targets to your project

Go to Creating Targets

F) Compile your project against Cocotron

Go to Cross Compiling