First you have to have the "MRJ", the Macintosh Java Runtime. Then you have to find "JBindery".
In the Command Menu, where it says Class, you enter the name of the main program. For example, "jdrill", "CFclient", or some other classname.
Then pull down the 'ClassPath' submenu, click on 'Add .zip file', and select the .jar file you want. Then click "Run".
You can create an application by selecting the 'FILE' menu, then 'Save As...'. Once you've done that, you can double click on the icon to execute the java crossfire client.