First of all you will need to checkout WebLaF sources from Google Code project page.
After doing that you will find build.xml file inside project's build folder - this is an ANT build script that can build any of distributions that are available on site (and even some additional ones).
To run this build script you will either need ANT or some modern IDE that includes ANT. Here are Intellij IDEA and NetBeans instructions to run ANT scripts.
There are a few main ANT targets in WebLaF build script:
default target, builds all artifacts at once
builds Sources.zip and saves it into artifacts folder
builds WebLookAndFeel.jar and saves it into artifacts folder
builds NinePatchEditor.jar and saves it into artifacts folder
builds WebLookAndFeel_demo.jar and saves it into artifacts folder
creates library zipped JavaDoc inside artifacts folder and unzipped version in a separate "javadoc" folder
build and run NinePatchEditor.jar (Nine-Patch Editor application)
build and run WebLookAndFeel.jar (library information dialog)
build and run WebLookAndFeel_demo.jar (library demo application)
Other targets are used to perform various operations required to build artifacts.
I doubt you will need them at all.
You can also find build.properties file inside the build folder. It contains various properties which you might want to change to redirect the output, rename jars or something else.
Make sure you know what you are doing, before changing anything there on in the build file.
Anyway, you always can get a new version of the library from the SVN if you break something