First of all we must get Roma Meta-Framework. To download the latest version with the Svn just open a new terminal and type:
svn co https://romaframework.svn.sourceforge.net/svnroot/romaframework/trunk destiny
where destiny is the destination path where the application will be downloaded.
Once downloaded, go to /dev directory and execute ant install. When the building had finished we must set the ROMA_HOME environment path to the directory where roma.sh is. Now we can create our first web application with Roma.