The Client Software for the Oracle 9i database can be run on any platform, so you may download the client for the platform you desire (whichever is available of course). I personally like to have client software on both DB server and on a MS Windows workstation. This makes me experience multi-platform database control, or so I think. :)
Download and prepare the CD with the client on the same platform you will run it from. It is not necessary, but it is recommended you have a CD with it. Although you may run the installation process from your HDD where you downloaded the client, I recommend you spend few pennies on a CD burner. It always becomes handy.
The client is also using the Oracle Universal Installer, so this might seem pretty easy after all the previous hassle.
When you first run the Enterprise Management Console, it will lead you to connect to the database. Provide your full database and your SID names and try to connect as user SYS with SYSDBA privileges. At some point you have to enter the IP address of the database server and chose a port the client should connect to. I left the default values (as with the network setup on the server as well).
If you don't see any error messages, that's it. You have done it.
Enjoy your server and client playgrounds!