What to do if clicking the link doesn't start the application
Some browsers (for security reasons) won't run a '.jnlp' (Java Network Launch Protocol) file, in which case, the application won't start simply by clicking on the link. The Safari browser (on Mac OS X) is an example of a browser that won't run a '.jnlp' file (though it will download it).
Also, some recent versions of Java on Windows will no longer work with the desktop launchers created by running some of the '.jnlp' files.
In such cases, right-click (2-finger click) on the link to the '.jnlp' file, and choose “Save Link As” (or something similar your browser presents) in the pop-up menu, to download it.
In either case, use your file browser to browse to where you downloaded it (such as in your Downloads folder). When you see the '.jnlp' file you just downloaded (based on its date and time), double-click on it, and (with a few answers to dialog-boxes to allow it to run), the application will start.
On Linux, you must have the icedtea-netx package installed for Java Web Start to work.
The old Apple Java 1.6 (required on 32-bit Mac) may no longer work with current Java Web Start protocol.
On Mac, you may have to change your security settings to allow applications from “Anywhere”, as in the following screen-shot:
(use your browser's back-button to return to where you were)