GWT is just a set of javascript and HTML files, so the most basic form of integration is just to put them in a folder in the same place your as your web pages go.
One step up from there would be to integrate the gwt Compiler in with your build process. If you use Netbeans there is a good plugin called GWT4NB that will handle all of this process for you, so that when you build the WAR of your project it will build the GWT portions of it as well. There would probably be something similar for Eclipse. You could also do all this by hand using maven or ant.
You would tell the compiler where you want it to put the generated files, which again, would be in the same location you put your web pages for your WAR project. The RPC side of it will still work just fine no matter where you put the files.