Open the Quick start guide to Yocto Project, located at: Quick start guide
Set up your Linux system with the right packages (instruction are provided for Ubuntu, Fedora, CentOS and openSUSE)
sudo apt-get install gawk wget git-core diffstat unzip texinfo gcc-multilib \ build-essential chrpath socat libsdl1.2-dev xterm
$ git clone -b zeus git://git.yoctoproject.org/poky.git
or
$ wget downloads.yoctoproject.org/releases/yocto/yocto-3.0/poky-zeus-22.0.0.tar.bz2
$ source poky/oe-init-build-env my_dir
$ bitbake core-image-minimal
$ runqemu qemux86
Where:
MACHINE=qemux86