Building RyujiNX (Windows only for now):

Support for OSX and Linux is limited and not really recommended for use as of late.
To get started; you will need Visual Studio 2015 or later. You will also need the .NET Core 2.0 or greater runtime installed.

Step one:

Download the latest version of Visual Studio from here. Once you have that done, make sure to run the installer, and select the C# Language package(s) and NET Core 2.0.

Step two: Variant one

After the installation of Visual Studio is done; go ahead and copy the Clone link from GitHub (From here~ via Clone or Download --> Copy HTTPS Link. Or you can download the ZIP tarball.)
You can Git Clone the repo by using the GitBash, or you may use the second variant.

Step two: Variant two

Download the ZIP Tarball. Then extract it to a directory of your choice.

Step three:

Open the vsproj file in Visual Studio, wait for it load the solution; and then switch the Debug build type to release. Then build.
The build directory is "root/bin/release/etc/etc."

Step four:

In order to run a NRO or NSO; simply drag the file onto the Executable. The app will launch, and the homebrew/application will begin emulation.
Do keep in mind, that emulation is finicky, and will most likely crash at some point.