Linux
To use The Grid simply download the 'Main Data files', unzip and compile and run by typing
make
./grid
You need SDL installed to compile (so make sure you have it), it can be found here
Windows
Download the 'Data files' and then download the 'Game Binary' and place the binary (exe) in the unzipped Data files folder (under 002.0), and then run The Grid.exe
compiling notes