With pd-0.47 this is a simple guide how to install GEM on Windows:

1) create C:/Users/You/AppData/Roaming/Pd (the user specific standard path on Windows) if it doesn't exist yet.
2) open Pd -> find externals -> search for 'gem' -> download
3) create a new patch and create [declare -stdlib gem -stdpath gem]. the gem library is now loaded and gem abstractions can be found in this patch all subpatches.

for OSX and Linux it's the same except for the user specific standard path (see Alex' HOWTO).

if you don't want to create a [declare] all the time, you can add "gem" to "Startup..." and the Gem folder path to "Path..."

once the folder is created, installing another library (which is not a single binary pack) is as simple as:

1) search and install from deken
2) [declare -stdpath libname] or add the folder path to "Path..." (the latter needs a restart of Pd).

How is that complicated?

On OSX it's actually unfortunately like this - BEFORE step 1, before you can create the directory ~/Library/Pd:

If you're running Lion or Mavericks, open a terminal and type this command:

/usr/bin/chflags nohidden ~/Library

(you may have to do this again after apple does a system update)

If you're running El Capitan or Yosemite, follow these instructions to unhide ~/Library

http://osxdaily.com/2014/12/16/show-user-library-folder-os-x-yosemite/

If you're running Sierra, follow these instructions to unhide ~/Library

Again - we just need a standard path for externals that the OS considers to be userspace to resolve this.

I'm not asking that it be auto-created (although I would personally like that too). I'm just asking that it be added to Pd's search path.