Where can I find Microsoft.SqlServer.Smo dll

Please check in %ProgramFiles%\Microsoft SQL Server\100\SDK\Assemblies

But you must install "Microsoft SQL Server 2008 Management Objects" first.

For Database
Microsoft.SqlServer.Smo
C:\Program Files\Microsoft SQL Server\100\SDK\Assemblies\Microsoft.SqlServer.Smo.dll

For ServerConnection
Microsoft.SqlServer.ConnectionInfo
C:\Program Files\Microsoft SQL Server\100\SDK\Assemblies\Microsoft.SqlServer.ConnectionInfo.dll

For Urn
Microsoft.SqlServer.Management.Sdk.Sfc;
C:\Program Files\Microsoft SQL Server\100\SDK\Assemblies\Microsoft.SqlServer.Management.Sdk.Sfc.dll