I've been using ECJ 13 and 14 under XP for a while now, so I hope my
advice will be useful to you.
I use Eclipse for programming, but probably you can do the same with
other environments. In Eclipse you should unzip the ECJ file to a
directory, and then create a new java project using "create from
existing source" and pointing to the uncompressed file.
Then you should create your experiments inside ec.app, and that's all.
For executing them you would use something like "java ec.Evolve -file
In the tutorials you can find some examples and a lot of advices, good
P.D: In my opinion you should start with ECJ15, for sure it will be
better than ECJ14, and not more difficult to use.