To install you can use:
wget -c http://tengine.taobao.org/download/tengine.tar.gz
Then, access the folder to which you downloaded (/usr/local/nginx), and find the configure file and excecute it:
./configure
After that you can compile it :)
make
Also, you can check more documentation here: http://tengine.taobao.org/documentation.html
Hope it helps! :)