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The download page there has me downloading Xamarin Studio. How do I get just MonoDevelop?

You can't because nobody from the community has stepped up to create Windows&Mac binaries of a plain MonoDevelop build.

Can I compile it myself? I don't know why this isn't clear, but the pages don't really say any of this.

Yes

Instructions are included in the MonoDevelop repository, and they could not be simpler: