Good Morning Rongzhang He:
You can run the 'userApps' build procedure:
http://genome-source.cse.ucsc.edu/gitweb/?p=kent.git;a=blob_plain;f=src/userApps/README
which will fetch the 'kent' source tree. After you have that build procedure
completed, you can go to the directory: kent/src/hg/txCds/txCdsPredict/
and run a 'make compile' to build the txCdsPredict command in that directory,
or a simple 'make' which will place that txCdsPredict in your userApps/bin/
directory with all the commands already built.
--Hiram