JGraphT releases are published to the Maven Central Repository, so you can easily add us as a dependency to your project:
<groupId>org.jgrapht</groupId> <artifactId>jgrapht-core</artifactId> <version>1.4.0</version>
(There are also instructions for how to use the latest SNAPSHOT build instead.)
First, find out how to set up your favorite IDE (or the command line) to work with JGraphT.
Next, try compiling and running the hello world example.
Once you get that working, dig into the user guide to learn more about JGraphT!