There are several binary packages for Windows and Linux operating systems that can be used to install TWE.
If TWE is installed on Windows using twe-x.y-z.exe package, just follow the setup procedure. The similar is with twe-x.y-z.noarch.rpm package on Linux.
If TWE is installed from twe-x.y-z.zip or twe-x.y-z.tar.gz package on Windows/Linux respectivly, the packages should be un-packed, and in the root of the folder where they are unpacked, configure script should be executed. If JAVA_HOME environment variable exists, configure script can be executed without parameters, otherwise it should be called with a parameter specifying JAVA_HOME value, e.g:
configure -jdkhome c:\jdk1.6.0_20
This will create proper run script in bin directory that should be used to run TWE.