The software page is here.
The information on this page is for getting going when you already have the source code for a user interface written in Processing. In this circumstance, you can open the IDE, load the files and compile and run the program by clicking the run button. Alternatively, you can use export an executable application from the IDE. For a number of interfaces, you can download them from GitHub.
User interfaces that I write usually have controllers like buttons, textfields, etc. These can be easily created, edited and used in Processing but require downloadable libraries. You will need these libraries installed, even if you just want to compile an existing user interface.
While you will only need to download libraries for controlP5 and grafica.
To download a library, open the IDE, click on Sketch > Import Library > Manage Libraries (screenshot). That will bring up a window called "Contribution manager". The first time you do this, it might take forever to load so be patient.
In the search box type "grafica". That should get you to the screenshot on the left. Click on the "grafica" line and hit the install button. Do the same thing for "controlP5" and once it is downloaded you should be good to go. If not, restart and see if it works.
While you can run your application from the IDE, it is also possible to export the application as an executable (.exe) file.
To run the app from the IDE, click on the play button in the upper left corner. It should then run the user interface.
To export the executable, go to File>Export Application. That brings up the window in the third screenshot. The only difficulty I have encountered is that it doesn't allow you to export an application for mac from a windows machine.