You can find the first CU for SQL Server 2008 R2 here.
The basic method:
The method is preferred if you want to perform a single install that includes the CU without needing to build a full drop and without needing to download all CU architectures.
Steps:
1. Download the CU package (in my example, I am using the x64 CU1 for SQL Server 2008 R2) that you want to slipstream. If you are running on x86 or IA64 system, select the appropriate package.
2. Extract the CU package to a folder, for example c:\MyCU. Extract the package as follows:
SQLServer2008R2-KB981355-x64.exe /x:c:\MyCu
3. Run Setup.exe
Setup.exe /CUSource=”c:\MyCu”
You can verify you are slipstream, when you view the “Ready to Install”. On this dialog, the word “(Slipstream)” will display after the Action as shown below.
Read more: SQL Server Setup