If you want to use Annwvyn, the recomanded way is to just install the SDK. If you want to build it from sources, you need the dependency package that you can download here. Extract it somewhere, run the "RUNME.bat" file enclosed and you can clone the Git repository as a subfolder of this one.

The dependency package contains various project with different free software licenses. Each of them has their respective copyright notice. The Oculus SDK is re-distributed in source and object code under the term of the OCULUS SDK LICENSE as specified here