You'll find the VS 2010 remote debugger a similar location to that of the 2005/2008 debuggers:
C:\Program Files (x86)\Microsoft Visual Studio 10.0\Common7\IDE\Remote Debugger
Note VS2010 is still a 32-bit app so if you're running a 64-bit OS, you'll need to be looking in the Program Files (x86) directory. The debugger itself comes in both x86 and x64 flavours.
To install, I normally just copy the relevant architecture folder to the remote server. Run msvsmon.exe and assuming you're otherwise setup for remote debugging, it should be same as previous versions of Visual Studio!
Ps. You can also download the remote debugger from Microsoft.
Pps. I normally add msvsmon to the Windows Startup folder so it starts whenever I boot my remote dev environment (I've found I previously had to log on to the server, however, and two users can't run the monitor simultaneously on the same server). Apparently the 2010 monitor can be run as a service—not sure if this was the case for previous versions.