where can I find it PLEASE!

C:\Program Files\GSMComm\DotNet40>dir

 Volume in drive C is OS

 Volume Serial Number is B845-7168

 Directory of C:\Program Files\GSMComm\DotNet40

26/01/2014  20:07              .

26/01/2014  20:07              ..

29/12/2011  05:11         1,907,834 GSMComm.chm

29/12/2011  05:11            94,208 GSMCommDemo.exe

29/12/2011  05:11               144 GSMCommDemo.exe.config

29/12/2011  05:11            24,576 GSMCommServer.dll

29/12/2011  05:11            14,221 GSMCommServer.xml

29/12/2011  05:11            16,384 GSMCommShared.dll

29/12/2011  05:11            10,013 GSMCommShared.xml

29/12/2011  05:11            98,304 GSMCommunication.dll

29/12/2011  05:11           174,569 GSMCommunication.xml

29/12/2011  05:11            65,536 PDUConverter.dll

29/12/2011  05:11           193,502 PDUConverter.xml

26/01/2014  20:07              Samples

              11 File(s)      2,599,291 bytes

               3 Dir(s)  175,829,155,840 bytes free

C:\Program Files\GSMComm\DotNet40>

So it looks like all the dlls you wanted have been included in the package, GSMComm_v1.21.exe, and so it's just a matter of adding a reference to each of them to your VS project.