A pull request ("PR") represents a request to merge a git branch into one of Elgg's version branches. To test it you need to check out the PR branch into your local Elgg install.

First, determine which version the branch is for. You don't want to put master branch code into your 1.11 development system and vice versa. Let's say the PR is for 1.11

cd ~/htdocs/elgg111

Now you can just fetch the PR branch from github directly. E.g. for PR #123:

git fetch origin pull/123/head:pr-123
git checkout pr-123

You're now ready to test!