There are build instructions for Linux and I think even Windows as well. I think Ubuntu is currently the main target on the linux side.
Edit: Just double checked and there are Windows build instructions at https://github.com/atom/atom. Although I haven't actually tried to follow them, so I'm not sure if they end in a usable build.
Just looking at the issue tracker seems to indicate there are some problems with the windows build, but it does seems to indicate they are well on their way.
Edit: Just double checked and there are Windows build instructions at https://github.com/atom/atom. Although I haven't actually tried to follow them, so I'm not sure if they end in a usable build.