If no Java Runtime Environment is already installed then you have to do it now. Download Java SE 6 for your platform from Sun and follow the installation instructions.
Please note that Xadrian needs at least Java 6. It will not work with Java 5 or the ancient Java 1.4.
After you have downloaded the Xadrian binary archive you have to unpack it somewhere on your system. Windows users may choose C:\Program Files for it while Unix users may prefer /opt or /usr/local.
Unpacking creates a new directory named xadrian-x.x.x containing the application. You can rename the folder to xadrian if you don't like version numbers in directory names.
Mac OS X users will find a standard application icon in the ZIP file. Just drag it into your application folder and that's it.