The core library depends solely on Yojson and Ocamlnet's Netstring. If you wish to build the auxiliary bitcoin_ocsigen library you will also need Lwt and the Ocsigen server libraries. If you wish to build the auxiliary bitcoin_ocamlnet library you will need Ocamlnet's Netclient.
OCaml-bitcoin is distributed in source-code form. You can get all releases from the project's page at the Ocaml Forge. The latest release is OCaml-bitcoin 1.1, released on 2013-02-26. Here is the changelog for the last few releases:
OCaml-bitcoin uses OASIS. Building and installing follows the costumary configure, make, and make install sequence. To generate the ocamldoc API documentation, run make doc.
You can browse the Ocamldoc generated API documentation online.