NuGet is by far the easiest way to add additional components to your projects. As you can see from the added references, System.Reactive is the main assembly. To gain a better understanding of System.Reactive, view the assemblies in Object Browser. To do this, double-click on any of the assemblies in the References option of your project. This will display the Object Browser:

System.Reactive.Linq contains all the querying functionality in Rx. You will also notice that System.Reactive.Concurrency contains all the schedulers.