To get the gams syntax colored in emacs:

1- Check if you have a file named .emacs under your root directory. Note
that files starting with a "." are not observable in the folder
manager or using the ls command. You can check whether the file exists
by tring to open it from the root directory by for example writing
emacs .emacs. If emacs opens an empty file it means that you do not
have a .emacs file.

If you have a .emacs file under your root directory already you should:

1.1- In the course homepage under Auxiliary files left click on [Text
  to add to .emacs file (in case you already have a .emacs file under
  your root directory)]. and open the file and copy its contents. Then
  paste the contents in the bottom of the existing .emacs file under
  your root directory. 

If you do not have a .emacs file under your root directory already you
should:

1.2- In the course homepage under Auxiliary files right click on [The
  entire .emacs file (in case you do not have this file under your
  root directory)]. and then choose the "save link as" and save the
  .emacs file under your root directory. 


2- Create a folder called .emacs_addons under your root directory and
save the file gams.el under that. You can save this file by right
clicking on [gams.el file to save]. and choosing "save link as".

3- Open a gams file using the emacs editor now and the keywords should
be colored.