CQWP is added to the list of available web parts as part of the Site Collection Feature "SharePoint Server Publishing Infrastructure"
Go to Site Settings | Site Collection Features (in Site Collection Administration group). You may have to click Site Settings | Go to top level site settings to get to the root. In a sub-site there may another publishing feature to activate also.
After that Content Query is available at under Edit > Insert > Web part > Content Rollup.
Or you can save the following xml into a file called ContentQuery.webpart and the add it to your pages using "Upload a Web Part":
<?xml version="1.0" encoding="utf-8"?>
<webParts>
<webPart xmlns="http://schemas.microsoft.com/WebPart/v3">
<metaData>
<type name="Microsoft.SharePoint.Publishing.WebControls.ContentByQueryWebPart,Microsoft.SharePoint.Publishing,Version=14.0.0.0,Culture=neutral,PublicKeyToken=71e9bce111e9429c" />
<importErrorMessage>Cannot import this Web Part.</importErrorMessage>
</metaData>
<data>
<properties>
<property name="Title" type="string">Content Query</property>
<property name="Description" type="string">Displays a dynamic view of content from your site.</property>
<property name="ChromeType">TitleOnly</property>
<property name="ChromeState">Normal</property>
<property name="ItemLimit" type="int">15</property>
<property name="SortBy" type="string">{8c06beca-0777-48f7-91c7-6da68bc07b69}</property>
<property name="SortByDirection" type="Microsoft.SharePoint.Publishing.WebControls.ContentByQueryWebPart+SortDirection,Microsoft.SharePoint.Publishing,Version=14.0.0.0,Culture=neutral,PublicKeyToken=71e9bce111e9429c">Desc</property>
<property name="GroupStyle" type="string">DefaultHeader</property>
<property name="ItemStyle" type="string">Default</property>
<property name="ServerTemplate" type="string"></property>
</properties>
</data>
</webPart>
</webParts>