Using Package Mangager to get GNU toolset, etc..

When i run RTP the little intro they have says you should start by downloading
the GNU toolset…etc. Problem is, RTP doesn’t recognize my WINMODEM, so i can’t
use the package manager to get it off web from with RTP. No problem, i’ll just
boot back into Windows, sign on and download. But then i realize the package
manager offered no clues as to where the site is to get these files.

Anyone know where i can get the required files