Building is very straightforward, you will need LaTeX and Git. The following command will create a local copy of the source code for you.
git clone https://github.com/anton-petrunin/book.git
Go to the created folder and run pdflatex, makeindex, mpost and biber:
cd book/
cd mppics/
mpost pic
cd ..
pdflatex arXiv.tex
makeindex arXiv
biber arXiv
pdflatex arXiv.tex
Files for arXiv:
tar -cvf arXiv.tar --files-from arXiv-list.txt