To start tinkering with Roslyn you will need the following NuGet packages:
The C# and VB compilers -
Microsoft.Net.Compilers. To install it you can run the following command in the Package Manager Console:
nuget install Microsoft.Net.Compilers
The Language APIs and Services -
Microsoft.CodeAnalysis. To install it you can run the following command in the Package Manager Console:
nuget install Microsoft.CodeAnalysis
Additionally it is a good to install the .NET Compiler Platform SDK Templates, that can be found here. This will get you:
View -> Other Windows -> Syntax Visualizer), which is extremely usefully for examining the syntax tree of existing code.
A tool for converting an sample C# program to syntax tree API calls. The tool itself can be found here.
An easy way to view the Roslyn source code can be found here.