If you are only interested to get the program and play around with it, just download the latest binary package from sourceforge. Unzip the files anywhere to your harddisc (take care to keep the folder structure as it is saved in the zipfile). Run jase.exe. That's it! If you want to get rid of jase: simply delete the folders and it's gone from your system.
If you are a delphi programmer and you want to compile jase from source: download the source package from sourceforge. Read components.txt. Try to get all third party components and units installed properly into delphi (D6PE should be good enough!).
Maybe you like to send me a mail to check out, whether I kept components.txt fresh enough to fit the latest changes. Do so - probably you save yourself time and pain :-).
Unzip the jase source to your delphi project folder and try to compile. If I forgot to mention some units/components and your compiler gives you errors: drop me a line. Good luck!