where do you download AirPlay?

You don't download it.

It's built into some of the apps like iPod and the video player.

You have to have appletv in order to use it.

AirPlay is part of the iPad's iOS operating system : http://www.apple.com/ipad/features/airplay.html

It's part of IOS software so update you can do this in iTunes

i have iphone 5 but it doesnt have airplay how can have it

You need a compatible device Mike, as mentioned above it isn't an app in its own right, it's part of iOS itself. Try a Google Search for Airplay Compatible devices for further info.

Well it was simple for me. In airplay the only choices where, apple tv or dock connector. So if in dock connector there is no volume control or speaker... there was my problem grey out volume and no speaker cause the stupid phone thinks hes plugged in a dock connector. What I did chose apple tv in airplay played a song and closed the phone on it. When I opened the phone again there you go the choice for the iphone in airplay was there now... chose the iphone and bingo...

Now that I think about it... If you make a back up with the phone plugged with the dock connector... well the phone probably saves that path you restore your phone while it was plugged with the connector it stays in that state and your fffff Dont know but thats what it seems like. Did you revert to a backup ? I know I did many times to try to make it work only to find myself with the same problem over and over again. ? Hum ? Wonder if the backup saves the state of the phone it was in at the time maybe ? Anyway stupid problem for a new os install no ? There all fired steve would say 🙂