If you're using Win XP, it's included, but you have to install it via the Control Panel and its National preferences or whatever it may be in English.
That's what I use for Chinese. Works great. For the Win Japanese IME, I could use a good printed manual. Katakana/hiragana is no problem, but for entering hanzi, I have to resort to drawing them in the IME pad, so should I need them, I would switch to Chinese.
The right to left IME would be great if there were phonetic keyboards. Having to learn assorted national keyboards is no option for me for my present needs, so I enter characters from Insert\Symbol in Word or try to display the on-screen keyboard by launching a recent osk.exe from a diskette and clicking the keys. I haven't managed yet to make the new osk.exe replace the HD system-recognized one, which crashes if you try to use a shifted letter. And Windows makes a complete mess when I try to move around Arabic words. Would that they provided a WordPerfect-like Code view, so that I could keep the start/end right/left control characters (which I suppose are the culprits) in their proper places.
My trusty ol'
Global Office has lovely phonetic keyboards for the 100+ languages supported, enabling me to write in Arabic almost as fast as in any other language, but it's not Unicode, and they plan no re-make. Should I ever need to communicate long pieces in Arabic or Persian etc., I would use the GO and make a pdf file.