Assuming that your ros2_control_py workspace is in the directory ~/ros2_control_py_ws
:
mkdir -p ~/ros2_control_py_ws/src
cd ~/ros2_control_py_ws/src
git clone https://github.com/Gepetto/ros2_control_py --recursive
cd ~/ros2_control_py_ws
rosdep install --from-paths src -y --ignore-src
cd ~/ros2_control_py_ws
colcon build
cd ~/ros2_control_py_ws
colcon build --cmake-args ' -DCMAKE_BUILD_TYPE=Debug' ' -DSANITIZE=True'
colcon test