The demo applet is basically the Wilma system running in an applet, however you won't be able to read or write files. To get the full functionality download the full Wilma system.
Before you can start the applet you will have to install the Java Run Time Environment version 1.3 and then the Java 3D Run Time Environment (for Windows or Solaris, Linux version here)
Once you've done all that (sorry, but you'll only have to do it once!) start the Applet