You can download the latest version of the SDK from here. The installation package is accessible through your Sitefinity account. For an earlier version of the SDK go to "All product versions"
Log into your Sitefinity/Telerik account and go to Products & Subscriptions -> Free Products -> Sitefinity SDK, where you will find the installation files. By default, we show the latest version, but on the right is a panel with a link to all product versions.
The version you can download are the versions we consider relevant for you, i.e. all the versions since the creation of your account. If you are working on the same project with your colleagues, you should use some sort of source control and work on one and the same project, so you don't really need the SDK in that case.