You don't need to install the Resource database. It's already present but "hidden" so that you won't see it in obvious places, like under system databases in SQL Server Management Studio's Object Explorer or by querying sys.databases. If you want to access it then you might enjoy the following piece by Kalen Delaney:

http://sqlblog.com/blogs/kalen_delaney/archive/2007/09/13/geek-city-the-resource-database.aspx