This directory contains a Scala SBT project with numerous dependencies. Assuming that sbt is installed, you should be able to compile and run the project by typing sbt run from this directory. After downloading and caching any required libraries, it will compile the code (in src/main) and run it. If the program runs successfully, it will print the message "SBT IS INSTALLED AND WORKING" to the console.
For reference, the file build.sbt shows how to include a dependency on many of the libraries most commonly required for statistical computing applications.
For good measure, you might also want to run sbt test from this directory. This should compile and run a few tests (in src/test). Note that there are some simple example tests using both ScalaTest (in different styles) and ScalaCheck (for property-based testing) in this directory, so these provide useful tempates for test code.
This directory is also useful for starting a REPL including commonly used dependencies. Just running sbt console from this directory will give a Scala console including dependencies on libraries such as Breeze, Breeze-viz and Cats, which can be very useful for interactive experiments.
For further information about sbt, read through the sbt getting started guide.