It's in there trust me I had to do the same thing. Search every folder within the main cgminer (standard version) and copy it over to the gekko version.
So, currently, what I have done so far is:
1. Plug in my new GekkoScience Compact BM1384 StickMiner into my powered USB 2.0 port of my MSI GP60 Laptop
2. Went to the first post and downloaded the gekkoscience.com/misc/cgminer-gekko.tar.gz file
3. Extracted the file onto my desktop
4. Got the original CGMiner and got the zlib.dll file and directly copied and pasted it into the file that's gekkoscience.com/misc/cgminer-gekko.tar.gz file
5. Opened the file and created a new word document within the file
6. typed in ./cgminer -o stratum+tcp://us-east.stratum.bitcoin.cz:3333 -u AgentRuan.worker1 -p x --compac-freq 150
7. saved the file as start.bat as all documents
8. deleted the old, useless word document
9. Double clicked the bat filed labelled start.
10. The command prompt thing goes on and immediately disappears. At first, I didnt' know what it said until i took a screenshot, which says "." is not recognized as an internal or external command, operable program or batch file
I'm hopeless at this, aren't I?