Basically, installation follows the standard Instructions for Downloading and Installing JR and translating and execution follows the standard Instructions for JR program translation and execution.  We hope the differences will be fairly obvious.  But, here are the key Windows-specific details you'll need to know.
./environment/classpath/testcodezend
Can't unlink file mypkg.jr: Permission denied at C:......\jrv\jrv line 414



Historical notes: