You won't see the UI controls show up as a separate subscription or download, since you didn't purchase that product, however they are fully integrated and available as part of Sitefinity and ready for use within your solution.
If you open your Sitefinity solution in VisualStudio you'll see the references there to Telerik.Reporting (Reporting component) or say Telerik.Web.UI (all the UI components). So you can just refer to them as any normal .dll reference within your code. (see attachment 1)
They're also fully drag-n-drop-able as widgets you just need to activate them under Administration >> Settings >> Advanced >> Toolboxes >> PageControls >> Sections >> RadControls. (see attachment 2)
By the way the KendoUI components are also included and are embedded within the Telerik.Sitefinity.Resources.dll (see attachment 3).
Hope this helps,