When you click the "Java Webstart Installer" on the website, the software will be automatically downloaded and installed on your desktop. The website's Download page has detailed information for how to publish your Energy2D simulations or integrate them with your web stuff.
If you have used the Energy2D app before, you will need to remove the previous installation in order to enjoy the convenience of full OS integration that this version offers. For Windows users, go to "Control Panel > Java." For Mac users, go to the Java Preference. In either case, you can find the previous installation in "Temporary Internet Files."
If you have just used the online applets on our website but haven't downloaded the app, there is nothing you need to remove. Although it is perfectly fine to use the online applets as they are, we think you should try the app--It will give you the full ability to create, design, and test.