The easiest way to get a copy of tklib is to pick up one of the Batteries Included distributions that include it - something, say, like ActiveTcl. Or perhaps see if you can locate a tklib starkit .
Otherwise, you have to get a copy of the tklib distribution. It is available via CVS from http://tcllib.sf.net/ and its CVS repository [someone needs to insert the specific cvs steps here].
Or, you can download the nightly cvs snapshot of tklib from [enter activestate tcl ftp url here].
It doesn't appear that a formal release of the software is available for download yet.
After you have have the source, then use the appropriate command to extract the directory structure from the archive file.
At this point, the extension is treated similarly to any of the TEA script based extensions.
$ cd tklib-{directory}
$ ./configure --various --flags --as --appropriate
$ make all test install