The Yocto Project® build system (BitBake and the OE-Core metadata) is packaged with the reference distro (called Poky). This allows you to try out the whole system. You can create a binary image of Poky as is, or alter the Poky recipes and layers for use in your customized work.
Git is preferred to a tarball download. If you use the former, then code updates can easily be applied to your code base. Using the latter requires you to update your code base yourself, and the documents are slightly older.
The tools and bsps below are not included. You must download each separately, and they are specific to the version of software you are using.