It is built using the Visual Studio Visualization and Modeling SDK.
The basic idea is that you create a dizzle file/diagram for each aggregate in a domain. You do this by using the visual designer. This project is the source code for the DSL itself and contains the code generation templates(for the Lokad.Cqrs Sample with a few mods). As it is right now there is a setup project but it should not be used. Build creates a vsix file that you can install into Visual Studio. This does require the Visual Studio Visualization and Modeling SDK. To obtain this, visit Visual Studio Visualization and Modeling SDK
For more about Lokad.CQRS, visit Lokad.CQRS Homepage
Lokad.CQRS is a .NET framework and a set of guidance materials for building distributed and scalable applications to be run on-premises or in the cloud. This project helps to design and develop decoupled systems locally and bring them to the distributed environments later.