If you want to start building SAPUI5 applications, you can download the SAPUI5 developers tools of Eclipse. If you only need the SDK you can download by clicking this box.
After downloading you can unzip the file and deploy it to a J2EE server or static web server. It will also include the demokit. For the ABAP stack, you better can install the UI ADDON for SAP NetWeaver. Besides the Demokit, this will also include the SAPUI5 Theme Designer.