GWT can be downloaded as .zip-file or as part of the Eclipse-plugin. I tried both and must say that the Eclipse-plugin is much more convenient to use than the standalone version.
This page provides all the downloadlinks and has instructions on building your first application.
Make sure your books/tutorials are up to date. There are still many books on the market where the first application is created at the command prompt using tools like "applicationCreator" (this is now called "webAppCreator" and it all works completely different). In order to build your first application you better follow the instructions on the webpage mentioned above.