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At that point you can go to the DCL page at https://github.com/devroadmaps/DevroadmapsClarionLibrary and click on the Clone in Windows button. GHfW will clone the DCL repository, and you should see something like this in GHfW:
You may want to check out the June 8 2012 ClarionLive webinar recording, where I went through the process with Arnold and Lisa.
About repositories
So here's the thing about Git repositories. Git is a distributed version control system, meaning that there doesn't have to be just one repository somewhere that everyone uses. Git is capable of synchronizing between repositories.
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To move a repository just move the entire DevRoadmapsClarionLibrary folder tree to its new location. GHfW will notice that it can no longer find the files. Using Windows Explorer, drag and drop the DevRoadmapsClarionLibrary folder onto the GHfW application. That's all you need to do.
Using the library
Once you have the DCL where you want it, you're ready to start using it.