Instead of dynamically downloading these as needed during a build, this checks in those two dependencies directly into the Wren repo. That's a little lame because users of Wren who aren't building the CLI don't actually need them, but they aren't too big, so it's not a huge deal. It makes builds (particularly on Travis) more reliable, because they don't have to pull down additional content over the network.
GYP can Generate Your Projects.
Documents are available at gyp.gsrc.io, or you can check out md-pages branch to read those documents offline.