Make a temporary directory (optional)
mkdir <temp folder> && cd <temp folder>
Initialize the folder with a .git repo (optional)
Fetch the pull request, creating a new branch
git fetch <git remote url> pull/<pull request ID>/head:<new local branch name>
Checkout new branch
git checkout <new local branch name>
Now with the pull request code you can do local testing, see the changes in the context of the rest of the application code, run the application locally, etc.