The EM_Gateways class lets you add payment gateways to the Pro version of the plugin, not the free one. It seems Pro is a plugin that you install together with the free version, and then you get access to payment gateways feature.
From their website:
Events Manager Pro has a base gateway class which every gateway extends, meaning minimal amounts of code is needed to link gateways to Events Manager. Even more importantly, this allows for developers to create their own plugin which adds a new gateway to Events Manager in an upgrade-safe manner.
Searching github you can get a glimpse of what some random version of the class looks like. If you need a reliable latest copy you will probably have to buy the plugin.