Your NetWeaver installation package should include a DVD (or DVD image) with material number 50127120, or the label 'Presentation.' This includes the various clients. Look for the one that says "7.40 Compilation 1 Presentation 1" or something similar. Depending on the age of your source files, it might be version 7.30 instead, or perhaps older. No matter. You're looking for the Presentation 1 image. Or, if you downloaded it, it might be a folder labeled "NW_7.0_Presentation_."
Once you've found that, drill down to the subfolders \PRES1\GUI\WINDOWS\WIN32\Setup. From there, execute NwSapSetup.exe. That is the SAPGUI installer.
It will give you a bunch of options. I do not recommend installing all of them. Basically, you just need "SAP Logon" and "SAP GUI."
You can find an SAPGUI installation guide under \PRES1\DOCU. It's called "SAP_Front_End_Installation_Guide.pdf."
Regards,
Matt