Hi Robert,
I encoutered the same pb. while I was installing it per user guide. With a few attempts I found the location of drools war had been changed. You can manually download drools war at http://hudson.jboss.org/hudson/job/drools/lastSuccessfulBuild/artifact/target/drools-5.2.0-SNAPSHOT-guvnor.war and move it to {your_install_folder}\lib\. And rerun "ant install.demo". This must be gonna work.