The NERD tree allows you to explore your filesystem and to open files and directories. It presents the filesystem to you in the form of a tree which you manipulate with the keyboard and/or mouse. It also allows you to perform simple filesystem operations.
Download NerdTree Here.
Unzip the archive into your ~/.vim directory.
That should put NERD_tree.vim in ~/.vim/plugin and NERD_tree.txt in ~/.vim/doc.