This is a Sublime Text package which includes a bunch of handy snippets for doing jQuery Mobile development.
If you have the Package Control package installed, you can install jQuery Mobile Snippets from inside Sublime Text itself. Open the Command Palette and select "Package Control: Install Package", then search for jQuery Mobile Snippets.
It's just that simple!
If you haven't got Package Control installed (seriously, go install it!) you will need to make a clone of this repository into your packages folder, like so:
git clone https://github.com/ducas/sublime-jquerymobile-snippets.git jQueryMobile-Snippets