So you should be able to download the windows installer from Sourceforge (which is an .exe). That will create a launchable executable for JEmplode during installation. If you don't want the windows one, then you'll have to run it from the commandline, which is something like

java -classpath /wherever/jemplode.jar org.jempeg.empeg.emplode.Main

... if I remember correctly. I would recommend the windows installer though -- it will make your life a lot easier.

Mike