$ git fetch origin pull/7820/head:thiscanbeaynthingyouwant should do the trick. The BRANCHNAME is a local thing.
Edit:
The entire build procedure should be something like this
$ git clone git://github.com/darktable-org/darktable darktable-sigmoid # Folder name is optional
$ cd darktable-sigmoid
$ git fetch origin pull/7820/head:sigmoid
$ git checkout sigmoid
$ mkdir build && cd build
$ cmake -DCMAKE_BUILD_TYPE=Release .. # For Unix like
$ cmake -G "MSYS Makefiles" -DCMAKE_BUILD_TYPE=Release .. # For Windows
$ make -j4 install # Or whatever number of threads you want to use