Antonio Canguiano has an interesting blog post that discusses some first steps, very useful.
You can get DB2 from the IBM Download Page.
I installed it using Admin GUI (as root) install and the tested the Ruby connection as per Antonio's blog. Initially I had a few issues with some libraries, but after downloading the latest version from the website, all is working well now.
This initial version does not have any of the admin tools (Comand Centre, Control Centre, etc.) but I was able to use SQL Workbench/J without any issues. It seems however that some of the tool jar files are there, I will look into that later.
There is a DB2 Express Forum, but feel free to ask any questions through this blog.
Next, Ruby on Rails!!!