Find your version of SPSS (18 through 24).
Install the required version of R for your version of R from the following links:
For SPSS versions 18-21, download and install the SPSS-Python Plugin. For SPSS 22+, this plugin is installed by default.
Download the CEM for SPSS extension bundle:
Open SPSS, go to "Utilities > Extension Bundles > Install Extension Bundle..." and direct the dialog box to the "cem.spe" file you downloaded.
Restart SPSS and you should see a "CEM" command under "Analyze" (see pictures below).