This binary distribution of FXRuby is specifically packaged to work with the latest One-Click Ruby Installer, available for download from this page: http://rubyforge.org/projects/rubyinstaller This distribution should contain just about everything you'd want to get started working with FXRuby; the documentation is installed under: C:\ruby\doc\ruby\FXRuby the sample programs are installed under: C:\ruby\samples\FXRuby and the libraries are installed under: C:\ruby\lib\ruby\site_ruby\1.8 This distribution doesn't include the C++ source code used to build FXRuby. For that you should download the full source code distribution from the FXRuby home page.