Just sort out your Sass project architecture in a Sass manifest file (i.e. main.scss) or use an example from the showcase. Then, in your terminal, within the same directory as (only your) manifest file, paste the output generated below. It will quickly build all of your directories and files. Check out the docs for the node module, or this blog post for more information!
You can now install Sass Director as a Plugin for Sublime Text (2 or 3). The easiest way to install it is with Package Control inside of the text editor. Simply search for `Sass Director`.