There are two ways to get the source code. You can either use the code that came with the release you downloaded, or you can grab the latest source from the SVN. As developer you will probably prefer the latter.
The location of the SVN is: https://java-ml.svn.sourceforge.net/svnroot/java-ml
Sourceforge provides anonymous read-access, and authenticated write-access. So you can just browse there repository and check it out without registering.
The main development happens in the '/trunk' directory, so you will want to 'check-out' that directory.
Before the project will compile properly, you have to add the libraries in the lib/ directory to the class-path.