You can find detailed instruction on obtaining, configuring, compiling, installing, and finally using the COIN-OR libraries at the CoinHelp (BuildTools) project page.
An archive containing the source code for the latest stable release of each project can be obtained here or by checking it out using Subversion (SVN). See the FAQs for general instructions on subversion or go to the Web site of the project you are interested in for more specific instructions (see here for a list).
Some COIN-OR solvers can be accessed on-line through NEOS. You only need a description of the optimization problem you want to solve---all additional information required by the solver is determined automatically. The following COIN-OR solvers run on NEOS. (Click on the links below to get to the solver's webpage on NEOS.)