Their page contains Installation section but it is not understandable by one, who does not know torch and lua (like me): section enumerates prerequisites installtion, but has no word about cudnn.torch itself.
Repository contains bunch of lua files. What to do with them to "install"?
You have to install cuda first (https://developer.nvidia.com/cuda-downloads), then download the cudnn bindings (https://developer.nvidia.com/cuda-downloads).
Then if you have already installed torch, luarocks install cudnn should be enough.
For a full installation, you can have a look at this tuto.