Sadly, Oracle has decided to no longer provide binary downloads for Scene Builder. Their reasoning, as far as I can tell, seems to be that the main goal for the scene builder project is now to provide the SceneBuilderKit for integration inside IDEs (and IDE developers will, of course, compile it themselves) rather than the stand-alone SceneBuilderApp.
However, since Scene Builder has been open sourced, third parties can provide binary builds for download. One I'm aware of is Gluon; you can check out their downloads page. The version they currently offer is recent enough to support the new controls included in the JDK 8u40.
For more information, you may want to read the discussions about 8u40 release on the openjfx-dev mailing list.