Bulk Loader comes in a separate install from the Identity Manager Application. This is located in the Provisioning Components zip file. Once you unzip the file, navigate to: Clients -> BulkLoader and run the setup.exe.
Ensure this checklist is complete:
To summarize, Enable Web Services for you environment and the task in which you would require to use the Bulk Loader with. For example, I want to use Bulk Loader on a Create User event. I would enable Web Services for that task.
There are sample bulk loader csv in the sample directory. The samples included are: