Download the latest JAR from the Worklog page on SourceForge
Make sure you have a Java 1.3+ runtime environment
Copy the JAR file, worklog-x.xx.jar, to a convenient location
Start the program by typing:
java -jar worklog-x.xx.jar
or, if you don't want to use -jar, by typing
java -cp worklog-x.xx.jar worklog.Worklog

PalmOS-based handheld version

The handheld version is still in early alpha state, meaning it lacks important functionality. There is not even a binary release available yet.

If you are interested nevertheless, get the code from CVS and compile it as described here.

Install the resulting wlog.rcp file on your Palm and you're done.