Download 'Binary' package of the latest official release from the project download page.
There should be 8 jars in total (components marked with (*) include additional features and are optional):
commons-logging-x.x.x.jar
commons-codec-x.x.x.jar
httpcore-x.x.x.jar
httpcore-nio-x.x.x.jar
httpclient-x.x.x.jar
httpasyncclient-x.x.x.jar
httpclient-cache-x.x.x.jar (*)
httpasyncclient-cache-x.x.x.jar (*)
Take a look at the HttpCore tutorial for introduction to fundamentals of asynchronous HTTP communication with HttpComponents.
Another good way of getting started with HttpClient is by seeing it in action. Take a look at the samples shipped with the release package or available online.