To get started with Android/CyanogenMod, you'll need to get familiar with Git and Repo.
To initialize your local repository using the CyanogenMod trees, use a command like this:
repo init -u git://github.com/zenfone-6/android.git -b cm-12.1
Then to sync up:
repo sync -c -j16
This manifest will already come with the Zenfone 6 device files, so all you need to do is build it.
. build/envsetup.sh
lunch cm_a600cg-userdebug
make -j16
Please see the CyanogenMod Wiki or Android Docs for more building instructions.