Okay if your a PHP developer and you don't know what composer is by now (which rock have been hiding under), seriously though checkout this link: https://getcomposer.org/doc/00-intro.md
NOTE: From now on I assume you know what composer is and how it works. I am not going to hold your hand the entire way.
Like other frameworks (this is not a framework) there is no single package to install that gives you access to everything. You need to work out what packages you need.
The reason behind this is that I often see projects that have say the entire Zend Framework installed when they are using only one or two of the classes for example. (Yes I am guilty of this myself)
NOTE: Obviously if one of the packages depends on another composer will take care of that for you. Thats what composer does.
You can see each gear in the left hand tree navigation. Each gear contains a README, this will contain instructions on how to install.
However for the most part it's as simple as running the command:
composer require gears/XXX:*Where XXX denotes the name of the gear you wish to install.