Running is pretty simple, just run the Sudoku.jar file (can be found under releases).
Click on an empty cell and type a number to fill it. You will be unable to fill a number if it does not fit the rules (see Rules). In that case, you will be given an alert explaining why the number is not allowed. To start a new game, click on the "New Game" button under the game tab. You can also see the answer by clicking on the "Show Answer" button. Under the settings tab, you can change the number of empty cells you want to have in the game.
The rules of sudoku are pretty simple:
1: Each row, column and 3x3 box must contain the numbers 1-9 exactly once.
2: No two numbers in the same row, column or 3x3 box can be the same.
3: You win the game if you fill all the cells with numbers.