There are three files there; from your browser, download those with the "Save Target As..." function of your preferred browser. Note that the server seems to be over-analyzing things, and the names may be getting changed in flight -- I found that "jQuote.chm" downloaded as "jQuote.htm", and "quotes.quo" as "quotes.xml". If that happens, just change the names to the way they show up on the webpage. (CHM kind of a version of HTM, and QUO is an XML format, but the program expects the right extensions.)
Put all three files into the same directory, and run the .exe -- it *should* just work. It's only for Windows, though, and expects that .NET is already installed. (True for any modern Windows, but possibly not for really old installations of XP.) Note that it's designed to be a background utility, so the close box actually minimizes it to the task tray. You have to explicitly exit the program in order to shut it down.
The "quotes.quo" file there is a sample quotefile, made up of quotes that are either ancient or which I got permission to redistribute. (I'm unusual in actually *caring* about such permission, and one of the unusual features of jQuote is that it natively lets you track permissions.) It's not huge (80-odd quotes), and I encourage you to build your own, but it should provide you with an example of how things work, and let the techies see what the format looks like.
Obviously, this is a bare alpha, and there's no warranty on any of it. There are undoubtedly bugs, and hard-to-document edge cases. (For example, ctrl-shift-q will insert a random quote into some programs but not others, depending on how those programs are implemented.) I have many ideas about what the next generation system might look like. But I find it useful as it is, and other quote geeks might as well. Feel free to ask questions...
Random Quote du Jour:
"God does not play dice with the universe; he plays roulette."
-- Joe English