I bought "Parallel Studio XE Composer Fortran Win NmdComm ESD", and it is supposed to be bundled with IMSL. But, I cannot find where is IMSL after I installed it.
IMSL is provided as an optional component, and you have to purchase a license for it.
As far as I know, it is not included in trial and non-commercial distributions of Intel Fortran.
You can purchase IMSL with Intel Fortran or, if you already have Intel Fortran, as an add-on product.
That's not a non-commercial license - "NmdComm" means "Named User Commercial", the standard kind of license.
As mecej4 says, Intel offers IMSL two ways. 1) Bundled with Intel Parallel Studio XE Composer Edition for Fortran Windows (Intel part PRI999WLGE01X1Z) or, 2) as an add-on to any Intel Parallel Studio XE product that includes Fortran (at least a 2016 version, I would say), Intel part RFL999WLGE01X1Z. If you want IMSL with what you bought, you;ll need the second one.