The next step is to obtain the Gitolite source code. The simplest way to do this, if your server can connect to the Internet, is to run git clone git://github.com/sitaramc/gitolite.
Tip
If you do not have direct access to the Internet, simply use some other machine in between. For example, you could run the previous command on a server that can connect to the Internet. From that intermediate server, you can zip the entire Gitolite repository, bring it over to the Gitolite server, and unzip it.