Quicklisp is CL's package manager, so that's necessary to install dependencies. You can install it with:

    $ curl -O http://beta.quicklisp.org/quicklisp.lisp
    $ sbcl --load quicklisp.lisp \
           --eval '(quicklisp-quickstart:install)' \
           --eval '(ql:add-to-init-file)' \
           --quit