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Accessing the Gaudi external libraries is separate from downloading Gaudi itself.  Again, the Gaudi Home Page does see reorganization from time to time, this information is current as of June,2006.
Access the Releases page off the Gaudi Home Page:  http://proj-gaudi.web.cern.ch/proj-gaudi/releases/
Click on the Doxygen link for the version you are interested in.
The Doxygen page will include a link called "Related External Libraries" 
For example for Gaudi v18r1:  http://proj-gaudi.web.cern.ch/proj-gaudi/releases/v18r1/doxygen/externaldocs.html*Note the version of LCGCMT, in this case LCGCMT_40a.*.
Also note that the list of external libraries is not complete exhaustive!  This page lists the highlights, but some of these externals depend on other external libraries that must be obtained.

This page is helpful in that it provides the version of all Gaudi external, however, I have found that it does not necessarily provide useful links for obtaining the binaries for all platforms.  I found the following link much more helpful in that all the binaries are available in one location:
http://service-spi.web.cern.ch/service-spi/external/distribution/
This page does indeed include ALL externals you might require.  For example, for Gaudi v18r1 we require:
AIDA 3.2.1
BOOST 1.32
CLHEP 1.9.2.2
CppUnit 1.10.2
expat 1.95.8
gccxml_0.6.0.patch3
GSL 1.5
pcre 4.4
POOL 2.2.7
Python 2.4.2
SEAL 1.7.9
uuid 1.38
xerces 2.3.0

Yes, a long list, this will allow you to get started - after compiling Gaudi and determining which Gaudi packages we actually need and require, one can trim down the list of external libraries.  Currently, GLAST Offline uses the following Gaudi packages:  GaudiAud, GaudiAlg, GaudiKernel, GaudiPI, GaudiSvc.  We are interestd in using GaudiPython as well.

On the windows side - many libraries are only provided in debug mode.  The Gaudi team does not have the time or resources to provide non-debug optimized versions - they use Windows as a development environment and not for production.

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Gaudi uses CMT, so building goes something like this:
From within the Gaudi cmt directory
  cmt broadcast "cmt config"
  source setup.sh (setup.bat)
  make   (nmake /f nmake)

Linux

  Might check if there is a .cmtrc file in your $HOME directory to be sure it doesn't override your CMTPATH

Windows

set CMTBIN = VisualC
set CMTROOT=C:\heather\glast\tools\CMT\v1r16p20040901
set CMTVERSION=v1r16p20040901
set CMTPATH=C:\heather\gaudi\GAUDI\GAUDI_v18r1;C:\heather\gaudi\LCGCMT;C:\heather\gaudi\LCGCMT\LCGCMT_40a;C:\heather\glast\tools

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