I'm not sure what that URL is that you provided ("CGI" seems strange from a J2EE site), but the download links for tomcat are on its home page: http://tomcat.apache.org/
You should probably download version 6, particularly if you're using it for personal development. The older versions are available and maintained primarily to support users who don't want to migrate J2EE versions.
Finally: unless you are already using Apache, don't bother with it. Most commercial sites use Apache as a front-end because of its configurability (particularly URL rewriting). If you're just looking to develop web apps, Tomcat will act as web server in addition to servlet/JSP container.
Installation instructions (as well as all other instructions) are here:http://tomcat.apache.org/tomcat-6.0-doc/index.html
If you haven't done any J2EE development before, you'll need some docs on it. The Sun Tutorial is OK, but targeted to the Sun app-server and covers a lot of XML that isn't really necessary. Look at the intro chapters on web apps, then jump to chapter 11: http://java.sun.com/j2ee/1.4/docs/tutorial/doc/index.html