The library uses Java 8 virtual machine. To compile the library you have to install JDK 1.8.* or higher. With compiled objective function you only need the JRE to run the optimizer.
You can download and install Java at https://java.com/en/.
To use the build.xml for compilation of the library install ant.
For both windows and linux visit http://ant.apache.org/bindownload.cgi.
For batch testing the optimizer configurations it is advised to use shell script combined with awk.
To download it for windows visit http://gnuwin32.sourceforge.net/packages/gawk.htm.
On linux try sudo apt-get install gawk.