Download the SGE
There is currently one implementation of the SGE available: the Pygame SGE.
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).