The basic answer is that you first have to grab the Alien Swarm SDK. It should be a choice in the "tools" menu of your steam client. Download it, it's not very big. Then run it.
One of the options is "Create a mod". This extracts the source code to a useful location for you and sets up some config options. The help guide from that menu has info on how to compile and test it. Or you can view the info on the valve developer wiki. It's setup for visual studio 2005, but I was able to build it correctly with my copy of Visual Studio 2008. Seems pretty well set up for immediate modding.