You have different ways to get the CImg library :

The CImg library is mainly provided as .zip package which is plateform-independent. It contains all the required files, as well as various examples (which must be compiled), illustrating the use of the library functions and classes.

You may be also more adventurous and use CVS. This ensures you will get the latest code available, and will ease the updates as well (knowing the tool cvs is needed indeed). To do this, just type the commands : export CVS_RSH=ssh cvs -d:pserver:anonymous@cimg.cvs.sourceforge.net:/cvsroot/cimg co CImg in your favorite console. Nevertheless, you have to know that some code in the CVS version may be experimental, so always test the latest stable archive before complaining !