I cannot find the Content Query Web Part

Check in http://yoursharepointsite/_layouts/newdwp.aspx page. There you can see all the webparts available to that page (Content base query webparrt). if it is there, you can directly populate it.

Ensure that Office SharePoint Server Publishing Infrastructure is activated(If and only if you installed MOSS ).

If you don't have that, do the following steps.

1) Open Central Administration Page

2) Go to Operations

3) Under Upgrade and Migration, click Enable Enterprise Features

4) Check Enterprise

5) Enter Product key

Also do this:

1) Go to Operations

2) Enable Features on existing sites, and check the box "Enable all sites in this installation to use the following set of features: Office SharePoint Server Enterprise Features".

3) Click Ok

Then you would have content query web part as a default one :)