1. The first thing to do is Download JPOX. You will need the JPOX "Core" jar, and the JPOX "Enhancer" jar as a minimum. If you haven't already downloaded it, you will also need the Apache JDO2 jar. In addition, if you wish to use JPA persistence you will require the JPA jar.
2. Now you should check the dependencies for JPOX to see if you will need anything else to run. This will usually mean downloading Log4J, and maybe some parts of the J2EE standard.
3. You also need a datastore. JPOX 1.2 supports RDBMS or DB4O. If you use an RDBMS, you will also need a JDBC driver for that datastore. Please refer to the linked page for the supported RDBMS.
4. Depending on what development environment you use, you could also download a JPOX plugin for Eclipse or Maven.

That should be enough to get you going. You have the necessary components to start investigating use of JPOX.

The next thing to do is to learn about JDO and JPA. You need to understand the basic concepts involved. The JDO Overview is one place to start but there is plenty of reading on the internet, starting with the JDO2 specification of course or the JPA1 specification.

The best thing to do after some reading is to try the JDO Tutorial or the JPA Tutorial. This explains the basic steps of applying JDO/JPA (and JPOX) to your own application. The source code from the Tutorial is available for download. Please download it and start up your development environment with the Tutorial classes and files.

Once you have completed the Tutorial you should be ready to start applying JPOX to your own application and benefiting from what it offers.