It's a DOS command line style compiler. If I remember correctly you just put JAL in one directory and add whatever options you want in the command line and run Jal.... I say 'remember' because I use Jalcc enviroment (free) makes life a little easier It's available here.... **broken link removed** There are other GUI's too (that is just the one I use). You can see what it looks like.
I suggest if you have any questions about programming in the language join the JAL yahoo group
People are ready to help the link is on this page (JALlist)