I see something strange like:
http://github.com/zoul/Finch.git
Now I'm not that CVS / SVN / etc. dude. When I open that in the browser it tells me that I did something wrong. So I bet I need some hacker-style tool? Some client?
(i mean... why not just provide a zip? isn't the world complex enough?)
You need a git client. A good tutorial is available at the link below.
Have a read through http://help.github.com/
To clone that repository via an url like that yes you do need a client, that client is git. That will let you make changes, your own branches, merge back in sync with other developers, maintain your own source that you can easily keep up to date without downloading the whole thing each time and writing over your own changes etc, a zip wont let you do that.
It is mostly meant for people who want to develop the source rather than people who just want to get the source one off and not make changes.
But it just so happens you can get a zip as well:
Click on http://github.com/zoul/Finch/ and then click on Download Source in the top right corner.