If you're not using a buildout-based installation, then you need to download and build Squid/Varnish from source (or use one of the binary distributions), and then generate the necessary configuration files from the templates provided by CacheFu.
Squid can be found at http://squid-cache.org. Binary distributions are available for FreeBSD, NetBSD, Debian, Fedora, and Windows. Many operating systems also include Squid in their ports/packages system, but for this example we'll walk through a standard source code installation.
First, download and unpack the latest stable Squid-2.7 release; then do the usual
configure/make dance to compile from source, as follows:
% cd squid-2.7.STABLE2 ...