The current distribution of GAUGE is v0.3.0, released on Feb 13, 2001. If it has been several months since this version was released, you will probably want to download from CVS instead. Anyway, you can get the source from any of the following links:
You can get Windows binaries of GAUGE^3D (including the Asteroids clone which I wrote using GAUGE) here (0.98MB). Linux users will have to install from source code.
If you downloaded the source code, you will probably also want the data files for gauge3d-asteroids. This package includes textures and models used in the game. You only need to download this if you downloaded the source package. These files are included with the binary package.
CVS access is currently disabled. However, GAUGE has not changed since version 0.3.0, so you can download the archives from the links above. GAUGE has not changed because we have been working on GUF (the Grand Unified C++ Framework), which GAUGE will use later on.