It is difficult to say more without an error message or some more information. A simple problem might be that you did NOT unzip the distribution file but are rather trying to run from the file viewer (that shows a view of files inside a zip without decompressing it). Please, make sure you 'unzipped' the distribution file, and then run the extracted EjsConsole.jar file.
If this does not work, please open a windows prompt file, cd to the directory where the EjsConsole.jar file is and type at the C:\ prompt the following "java -jar EjsConsole.jar"
Then, copy and send us the (maybe lengthy) error messages that you will surely get.
