On computers that are connected to the internet, the CUDALink paclet is installed by running :

Needs["CUDALink`"];
CUDAResourcesInstall[Update->True]

If your computer is not connected to the internet, you can still install CUDALink manually.

Please only install the CUDALink Paclet manually if your computer does not have access to the internet.
  1. Download the latest CUDALink paclet file from the CUDA Resources page. Transfer this file to the computer on which you want to install the CUDALink Paclet.
  2. Open Mathematica and evaluate:
    FileNameJoin[{$UserBaseDirectory, "Paclets", "Repository"}]

    This prints the directory that holds the Mathematica paclets. Uncompress the CUDALink paclet that you downloaded in that directory.

  3. To inform Mathematica that you installed a new paclet, open it and run:
     RebuildPacletData[]

CUDALink is now installed. To test this, run:

 Needs["CUDALink`"]