Nothing special, legacy is just the earlier source.
For the art, it contains different versions of the asset type system so you need to use correct version of the art files depending on the source you use. And I don't think there is a clear explanation for when hmh switches to one system or the other. You might get away with unpacking every thing at the correct location and properly setting the working directory (but there are details there that I forgot).
If you're speaking about how to use the assets to run the game, there should be a readme file in the source zip. I'm not sure it's up to date though.
What I remember is that you need the v2 hha's in the handmade/data
directory, and run the game from the handmade
directory.
I can't run the game (my CPU doesn't support aes
instructions and I haven't looked at a way around that), so I can't help more than that.
I don't think there is anything special. The name is just there to tell you that if you want only the last files, you don't need to download legacy stuff.