Installing Java CAPS is a fairly involved process. The basic steps are to install the repository server, load the modules you want to use into the repository, then install modules from the repository to your development machine.
The best document to start reading is the "Java Composite Application Platform Suite Installation Guide" which is on the repository cd #1.
It's hard to know what modules you will want to install in your repository, since that depends on what you eventually want to do, but at a minimum you will want to install, eGate, logicalhost, eDesigner, SVG plugins, eWays (file, batch, and probably oracle), eInsight (BPM), eVision, enterprise manager, and the uddi server.
Steve
I suggest you to install on Windows -
As you can upload .sar files only with IE latest Versions
Read somewhere Opera browser is also supported - i haven't tried.
Just follow "sgiorma" suggestion.
1) Repository
2) eGate
3) eInsight....
thanks
Ram