Simply double click on the program icon for the program either in an Explorer shell, or from the desktop if you've placed a shortcut there.
Please note that the start-up of the program (as for any Java Program) is a little slower than a "native" application.
During start-up, a "Splash Screen" is shown. This stays visible until a few seconds after the program has loaded and is ready for use, but can be dismissed at any time by clicking on the Splash Screen.
In operation you may occasionally notice a pause in the operation of dx.factory as a new resource is loaded (e.g. the first time a file dialog is accessed, it needs to be loaded from disk). Other than that you shouldn't notice any adverse speed problems, as Java is pretty zippy on modern computers.
dx.factory remembers the size and position of the main window between sessions, so the main window will be sized and positioned as you left it the last time.
You can also startup dx.factory from a command (MsDOS) shell. Simply change directory to where dx.factory is located and type the following:
java -jar dxfactory.jar