• Not on the local system at all.
• On the local system, but not accessible from my account
• On the local system and accessible, but not in any place known to the Common Lisp "interpretor".
• On the local system and accessible from a place that is known to the Common Lisp "interpretor", but not actually loaded yet.
• Fully loaded and ready for use.

First we check the two extremes, then if the situation isn't at either extreme we divide the middle:
To check whether ASDF is already loaded and available for use, start up your Common LIsp environment, and type:
(POSITION :ASDF *FEATURES*)
If it comes back with a number, ASDF is listed among the features available, hence presumably it's actually loaded. (We might do a more detailed check later to see if somebody is trying to fool us, but for now the presence in the features list is good enough.)
If it comes back NIL, then ASDF definitely isn't loaded, and we check the other extreme next.

As an ordinary user, there's no way to determine whether a file is on the disk in some inaccessible location, so the best we can do is to check whether the file is on the local disk and accessible, so we're not checking the absolute extreme per se, we're checking the combination of not-on-disk and on-disk-but-not-accessible together.
If the program 'locate' is available on your Unix or Linux system, go to the shell (if you're not already there) and type:
locate asdf.lisp
If it finds a file by that name, check the size by using the ls -l command on the file name, and if it's about 40k bytes in size then it might the correct file, but before assuming so you should perform one extra check by looking at the top of the file, which should look something like this:

(defvar *asdf-revision* (let* ((v "1.87")
                               (colon (or (position #\: v) -1))
                               (dot (position #\. v)))

Now consider the cases between the extremes, where asdf.lisp is on the local disk in an accessible location (as shown by good results from locate and appropriate size and appropriate starting text), but is not already loaded into your Common Lisp environment (as shown by NIL return from the call to position of ASDF within *features*).
Get back into your Common Lisp enviroment and type:
(require :asdf)
If it complains something like:
"modules:asdf" does not exist.
then it means that your Common Lisp environment doesn't know where to find the file that the locate command found, so you will need to find another way to load the file. But if it returns a value like:
("ASDF")
then it means the location is known and you have now reduced the situation to where it's already loaded. To verify that fact, re-try this command:
(POSITION :ASDF *FEATURES*)
and expect it to return a number, probably 0 because it's the most recently-loaded module, hence the most recently added feature.

If the previous attempt failed, indicating that the file is on the disk in an accessible place, but the location is not known to the module-loading facility of your Common Lisp environment, then you will need to manually load the file. Earlier you copied the path and filename, and here you'll use it. Start up the Common Lisp environment if not already started, and type:
(load #P"...path...asdf.lisp")
This ought to load the file, which should result in ASDF being listed among the features. To verify this, re-try (POSITION :ASDF *FEATURES*), which should now return some integer, usually 0.

At this point you know the ASDF situation in regard to the particular Common Lisp environment you're using on some particular computer system. If the file is present and accessible, you know how to load it into the Common Lisp environment if it isn't already loaded by default. The only case that remains is where the file doesn't exist in any accessible location you can find on the computer system, so you need to download it from a Web site before you can load it.