Simon,
Reusing a reply from Hanoch from another thread:
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The GEP SDK is included with the GEP 10.2 Final package file, and is extracted to the same location the installer files are extracted to.
For the Windows version it is the ' GeoEvent_Processor_for_Server_102_135749.exe' file, and the default extract folder is:
[YOUR_DOCUMENTS_FOLDER]\ArcGIS 10.2\ArcGISGeoEventProcessor\SDK\GeoEventProcessor-SDK-10.2.zip
The 'GeoEventProcessor-SDK-10.2.zip' file includes the library files, samples, javadoc api reference, and the Developer Guide doc.
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The Developer Guide guides you through setting up a Java Development environment used to create GeoEvent Processor Components.
Earlier this week, the GeoEvent Processor SDK library was placed on a public maven repo, so the GitHub projects can build without any special handling of the jar file now.
Let us know how it goes.
-Javier