OData client libraries are the set of proxy code use to read the feeds data from OData data service. Microsoft and other providers provide the no. of client libraries for versions 3.5 and 4 of the .NET Framework, JavaScript, Silverlight, Java, PHP, Android, iOS, Windows Phone 7, and Ruby.
Download the library from the below link
http://msdn.microsoft.com/en-us/data/ee720179.aspx
Similar to proxy creation using WSDL file from WCF service, you can create the proxy class for OData service using metadata from CSDL (conceptual schema definition language) definition