Flymake is packaged in a single file,
flymake.el.
To install/update Flymake, place flymake.el to a
directory somewhere on Emacs load path. You might also want to
byte-compile flymake.el to improve performance.
Also, place the following line in the .emacs
file.
(require 'flymake)
You might also map the most frequently used Flymake functions,
such as flymake-goto-next-error, to some keyboard
shortcuts:
(global-set-key [f3] 'flymake-display-err-menu-for-current-line)
(global-set-key [f4] 'flymake-goto-next-error)