For Windows there is an install utility (run setup.exe) which mostly automates the installation process.
For Linux there is a shell script install-jazz in the distribution. You must be logged in as root when running the installation script. As a default JAZZ++ will be installed to /usr/local/jazz, this may be changed by editing install-jazz. Also you must set the environment variable JAZZ to point the jazz directory by adding the line:
export JAZZ=/usr/local/home
to your .profile or .bashrc. Please refer to the file install.txt which contains up-to-date instructions.
On startup JAZZ++ looks for its configuration files
JAZZ++ will also look for a license file called jazz.lic.