Install the supported OS, BT2009 prerequisites and BizTalk 2009 server itself as described in the BizTalk 2009 installation documents found here.

Install the WCF LOB Adapter SDK SP2 and then BizTalk Adapter Pack 2.0 as described in this blog post.

Afterward, install all the SAP RFC Runtime and other component downloadable from SAP Marketplace.  The detail components you need are in installguide.htm of the SAP Adapter Pack downloable here.

Here is a little bit clearer sample instruction on what to do w/ the file downloaded.

If everything went right, Add Generated Item should work properly and so does Add Service Reference on non BizTalk WCF project.