Of course, you can download the free and open source Flex SDK on http://opensource.adobe.com. You’ll be able to compile your projects and generate Flash applications. Just using the SDK can be painful to learn a new technology, that’s why my advice would be to follow these steps. Flex has been designed for Enterprise developers used to Java, PHP or .Net. It takes only few hours to understand the Flex philosophy and compile Rich interfaces connected to a backend.

Step 1: Install Flash Builder 4

Download the Flash Builder 4 60 day trial here:

• If you are already using Eclipse, download the plugin version, run the installer and make sure
  you install Flash Builder on top of your existing version of Eclipse.
• If you are not currently using Eclipse, download the standalone version and run the installer.

Step 2: Take the Flex Test Drive

Learn how to build your first Flex application by taking the Flex Test Drive (one hour video showing building a more extensive application).

Step 3: Install Tour de Flex

“Tour de Flex” is a desktop application that features over 300 running samples, each with source code, links to documentation, and other details. It is a great way to see the components available in Flex in action and learn how to use them.

Download Tour De Flex

Step 4: Learn more about using Flex in your existing Environment

• Flex and Java
• Flex and PHP
• Flex and ColdFusion
• Flex and .NET
• Flex and Ruby on Rails
• Flex and Salesforce

Step 5: Get familiar with Flex Resources

• Explore the documentation
• Consult bugs.adobe.com
• Participate in the Flex Forums
• Read great Flex articles on the Adobe Developer Connection
• Take the free Flex in a Week video training course

A complete list of resources is available here.