If you have a Linux or a Windows system, just downloading the binary pack (the best via wget) will be the easiest way. On a Linux system the only thing you have to do after untaring the archive is:
/the/path/to/your/teeworlds/directory/teeworlds_srv -f /the/path/to/your/config/file.cfg
If you want to edit the file via the console, the best thing you can use is vi:
vi /the/path/to/your/config/file.cfg
Controlling vi is easy. After it started up, you type i, so that it switches into the editing mode. Then you can change things like you can do in a normal textbox. When you are done, you press ESC, then SHIFT-Q and then you type x and hit enter. The file will be saved.
greetings
Lord Horazont
Servers:
For normal games: /usr/games/teeworlds/teeworlds_srv
For highly tuned and totally freaky games: /usr/games/teeworlds/teeworlds_special