Uncompress the JAR archive with the "jar" utility (which comes bundled with the JDK). Please read the instruction given in the README.SRC.txt included in the source jar.

In any case, you should indeed have:

• A complete JDK (that is, not only the JRE, but also the development tools) installed in your machine,
• The Ant utility.

From jPicEdt version 1.6, in order to compile documentation you will further need:

• A perl engine (for post-processing API doc and for converting i18n properties to Texinfo flags used in the manual).
• A texi2dvi compiler (for documentation compilation to PDF, as texi2dvi is implemented as a bash script you also will need some bash installation too).
• A texi2any compiler (for documentation compilation to HTML).