$ npm install sinon
or install via git by cloning the repository and including sinon.js in your project, as you would any other third party library.
Don't forget to include the parts of Sinon.JS that you want to use as well (i.e. spy.js).
See the sinon project homepage for documentation on usage.
Sinon.JS as source doesn't work with AMD loaders (when they're asynchronous, like loading via script tags in the browser). For that you will have to use a pre-built version. You can either build it yourself or get a numbered version from http://sinonjs.org.
This might or might not change in future versions, depending of outcome of investigations. Please don't report this as a bug, just use pre-built versions.
See CONTRIBUTING.md for details on how you can contribute to Sinon.JS