You should run the tutorial XJDeveloper tutorial (you can search for the app, or it can be found under XJTAG 3.10 in the windows start meny), the tutorial contains a detailed description on what to do. The program this tutorial is designed for is called XJDeveloper 3.10. In this tutorial you can choose between version 4.2 and 3.1 of the XJDemo board, we are using version 3.1. The tutorial provides a turtorial3.zip file with the files you're going to use. Unzip this to a new folder for your project.
Below are a pictures of versions 3.1 of the XJDemo board.
XJLink Manager can be used to check if the XJDemo Board is properly connected and that the license is set correctly. You can open the program from the XJ-icon on the right side of the windows taskbar. If everything is fine the XJTask Manager should look like this: