If you are using the machines in the Linux lab you can find JES in the Applications menu (by default is located in the upper left corner of the screen), then DIVMS -> Computer Science -> JES.
Alternately you can run JES from a Terminal which is available by default as an icon at the top that looks like a skewed rectangle. Alternately you can find Terminal in the Applications menu under Accessories. From the terminal you can open JES by typing jes and pressing enter.
After opening JES you can either start editing a program from scratch or you can select File -> Open to load a text file you have previously created.