Before you can configure and use the SAP GUI, you need to download the software from the SAP Marketplace as per steps below -
Step 1) Goto service.sap.com to Download SAP GUI 7.40 for Windows

SAP GUI for Windows 7.40 Patches. This page contains important information regarding the download of patches for SAP GUI for Windows 7.40 and related components. SAP GUI for Windows 7.40 is available since 8th of October 2014 on a full installation medium with all initial patches.

Step 2) Enter S-user and password as provided by SAP.

Step 3) Goto 'Software Downloads.'

Step 4) Choose 'Browse our Download Catalog.'

Step 5) Choose SAP Frontend components

Step 6) Choose SAP GUI for your OS. In this demo, we will select Windows-

Step 7) Choose SAP GUI 7.30 Core which is the latest one.

Step 8) Choose installation

Step 9) Choose Add to download Basket