If you have Pyrus, without downloading anything:
pyrus install -o PEAR2_Cache_SHM-alpha
And in your PHP, load it with any PSR-0 compatible autoloader (e.g. PEAR2_Autoload).
Alternatively, if you download the PHAR archive from this page, you can just include it, like:
<?php require_once 'PEAR2_Cache_SHM-0.2.0.phar'; //Rest of your code
See the page in the project's wiki for details and other ways of installation.
LGPL 2.1