There is a starter edition of the Intel INDE suite, which is free (and is not just a trial). This contains their core OpenCL SDK. The Media Server Studio may contain some additional tools to aid OpenCL development on Intel HD Graphics, but is certainly not required in order to develop or run OpenCL programs.
You don't actually need any OpenCL SDK to get started with OpenCL development. You need a driver/runtime in order to run OpenCL programs (these are freely available, as per your first link). To develop OpenCL programs you just need the headers and a library to link against, which are both also freely available (more info in this answer).