Hi Ckili,
Thank you for noticing the broken links. We will fix those tonight. For now, you can find the documents on this page:
http://www.infopathdev.com/files/38/default.aspx
You can install it on any of those provided they are all joined to your domain (which they should be). The easiest install is to do it on SharePoint server since that will reduce configuration time.
If you are using Active Directory on one server, you need only purchase a single license. If you will install on multiple servers across your org (or in a load-balanced environment), you will need Enterprise.
You can install the free trial of DBXL as well and that includes the Active Directory Web service.
Thank you for your business,