Please check the prerequisites before downloading the binary distribution.
If you have downloaded this distribution of JaxoDraw, you may unpack the tar.gz archive with
tar -xzf jaxodraw-xxx_bin.tar.gz
This will create a directory named JaxoDraw-xxx in the current directory. To run the program type (from inside this folder)
java -jar jaxodraw-xxx.jar
Depending on your OS and setup, you might also just double-click the jar file.