PS> Get-PSSnapin -Registered | ? { $_.Name -like "VMware*" } | Select Name, Version, Description | fl

Name        : VMware.VimAutomation.Core
Version     : 4.1.1.0
Description : This Windows PowerShell snap-in contains Windows PowerShell cmdlets for managing vSphere.

Name        : VMware.VumAutomation
Version     : 4.0.0.4472
Description : This Windows PowerShell snap-in contains Windows PowerShell cmdlets used to manage VMware vCenter Update Manager.

They also show up in Control Panel (Windows 2003 / XP) -> Add Remove Programs:
vCenter Update Manager PowerCLI
VMware vSphere PowerCLI

or the easiest way

PS> Get-PowerCLIVersion

PowerCLI Version
----------------
   VMware vSphere PowerCLI 4.1 U1 build 332441
---------------
Snapin Versions
---------------
   VMWare vSphere PowerCLI 4.1 U1 build 332441

Downloads:
VMware vSphere PowerCLI
vCenter Update Manager PowerCLI