The simplest way to get RSE is via Software Updates: From your running instance of Eclipse 3.4 or newer, choose Help > Install New Software.... to open the software installation wizard.
In case an update site is not pre-configured, consult the Eclipse DSDP-TM Homepage for finding the latest update site to use, or enable an Eclipse Release Train Repository, like the http://download.eclipse.org/releases/helios repository for Eclipse 3.6 (June 2010). Type "Remote" in the filter box and press ENTER to find the RSE downloads; for the stand-alone Terminal view, find "Terminal". Select what you want to install and finish the wizard.
If you prefer manual installation, you can download RSE SDK from the DSDP Target Management Download Site and extract it into the dropins folder of Eclipse 3.4 or later, or link it as product extension.
Start Eclipse Workbench, and choose Window > Open Perspective > Other > Remote System Explorer.