ATL can be downloaded and installed in a number of ways. If you have an existing Eclipse installation and simply wish to install ATL in it, Installing through the update site is the easiest way. If you'd rather install a new Eclipse with ATL, you may want to take a look at the facilities provided by the amalgamation project.
For those of you that need to retrieve the zips of ATL, you can either look at the latest releases.
Note that whatever the installation procedure you choose, examples are available from the menu right-click => New => Examples => ATL.
The easiest (and quickest) way of installing ATL is to use the Helios update-site.
The latest versions of ATL are the 3.x stream builds. Check them out on the project's download page.
Old ATL build (namely ATL 2.0RC2) still available on the old versions download page.