It's really simple, just download the latest toolkit from Codeplex and add the extracted AjaxControlToolkit.dll
to your toolbox in Visual Studio by right clicking the toolbox and selecting 'choose items'. You will then have the controls in your Visual STudio toolbox and using them is just a matter of dragging and dropping them onto your form, of course don't forget to add a asp:ScriptManager
to every page that uses controls from the toolkit, or optionally include it in your master page only and your content pages will inherit the script manager.