EDIT: So I did another search of my system, this time for "cl-asdf", and found /usr/share/doc/cl-asdf. This baffled me, since I clearly remember doing a search earlier for "asdf" and
not finding this directory. Anyway, the readme file said to use the following command to access asdf:
(load "/usr/share/common-lisp/source/asdf/asdf.lisp")
So I finally found the asdf.lisp file! I must say it's a bit confusing that everything relating to CL is buried in /usr/share where I'd never think to look for it. Then again, I recently migrated from Windows, where everything would have been in C:\LISP.
So now that I know where the file is, I should be able to continue with the tutorial. One basic question though: where do files get saved to when you use the SLIME command(s) to compile them? That confuses me a bit. My guess would be /usr/share/common-lisp?

Also, if I'm just sitting at the SLIME REPL writing code, and I want to save and compile all of it, how would I avoid redundancy (i.e., how would I be sure to compile only the most recent function definitions)? The whole compiling from SLIME thing still confuses me a bit. I'm sure I will eventually figure it out, just like I eventually got SLIME and Emacs to work with CL.
I swear, installing and configuring everything you need to program is ten times harder than programming! And not
nearly as fun...
EDIT 2: So I got to the point where I'd compiled asdf.lisp and added it to my clisprc file, created a central registry, and added:
(pushnew "/path/to/your/registry/" asdf:*central-registry* :test #'equal)
to my clisprc file. All was going well. I used the following command to add a symbolic link from my registry to the folder that I downloaded asdf-install.asd to:
cd /path/to/your/registry/
ln -s /path/where/you/put/asdf-install/asdf-install.asd
(Note: I installed the asdf-install directory INSIDE my registry. I'm not sure if this makes a difference.)
I got the response:
ln: creating symbolic link `./asdf-install.asd': File exists
So far, so good. I then went into SLIME and attempted to execute the following, as directed:
(asdf:operate 'asdf:compile-op :asdf-install)
But I got the following error message:
component "asdf-install" not found
So I'm stuck again.
Sidenote:
I clicked on the link you provided, which is actually the tutorial that I was reading before I came here.
I went back to the tutorial and downloaded asdf again, just to be sure that I wasn't missing the "asdf.lisp" file. But when I clicked on the "Download ASDF" link, it took me to a page with a .tar.gz of ASDF-Install. Now, if I'm understanding things correctly, ASDF and ASDF-Install are not the same thing. The tutorial could stand to be a lot clearer on that point.