Download the SGE
There is currently one implementation of the SGE available: the Pygame SGE. The latest release of the Pygame SGE is 0.20. This is the version recommended for use.
You may also be interested in xSGE, which provides additional features at a high level, reducing the amount of work you have to do. See the xSGE website for more information:
If you want an older version of the SGE, you can download it from the releases directory:
If you want the absolute latest changes in the SGE, you can get it from the public Git repository. Be careful; the contents of the Git repository are subject to drastic changes and breakage at any time (though that usually doesn't happen).