The WCF installer is under the product downloads page from the McAfee website. It will be under the DLP zip file you downloaded to install the program. In the zip package, navigate to \TAG_MGMT_version_XXX\DLP WCF Service\ to find the msi file you need.
Please make sure that the version you download is the same version that you are currently running.
Thanks for the advice Tony, however, I don't have the option to download from McAfee directly. I have to get the software from my organization's distribution point. They left it out of the package that they posted on FTP. So I need to know if there is another way to get it?
If it is provided by a centralized location, I would suggest whoever is in charge of getting the software to download the complete package for you to use. Without knowing the exact version installed, you will have to install all components again to make sure everything is compatible. In other words, the WCF service will only communicate with the extension of the same version.