First of all you have to make sure that you can see the control in the toolbox window. If not, you can add it by right-clicking the toolbox and select choose items. In the windows Phone components tab you can find the control (set filter to raddateSelector). Select the control and then it should appear in your toolbox window.
After that, you can just drag the RadDateSelector to our mainpage.xaml window. You can then check your xaml and it should look like this:
Hope that helps.