To download Elemental 4D, simply go to it's
documentation page and download the latest code package.
From there you can unzip the file, and place the package wherever you would like to keep your code.
To set your .fla file to use an external code package (in this case Elemental 4D) all you need to point to it in the publish settings. Go to File >> Publish Settings... and click the Flash tab. Next to the drop down box for selecting the Flash version, there will be a button named "Settings". Click it. In there you will find something that looks like this:
As is pointed out in the image, click the small target, and you will be greeted with a file browsing box. Once in there, you select the folder that contains the elemental4d folder (the code package). Not the code package folder itself, the containing folder.