The homepage is currently located at:
http://asg.web.cmu.edu/cyrus/imapd
You will need both IMAP and SASL. Download the latest files here:
ftp://ftp.andrew.cmu.edu/pub/cyrus-mail
Download cyrus-imapd-X.X.X.tar.gz and cyrus-sasl-X.X.X.tar.gz (where X.X.X is the latest release) into your temporary directory.
I will use /temp as the directory I've uncompressed the files under for the rest of the examples.