Your question doesn't give much information.
Have you done all of the following :
-Downloaded the jBPM installer and unzipped it.
-Installed jdk and ant
-Set the variables ANT_HOME and JAVA_HOME to the corresponding paths
After you have done all of the above:
Open the terminal
cd into the installation folder (C:/Users/...../jbpm-installer/)
Type the command "ant install.demo" and press enter.
And yes, there is no folder named install.demo. That's okay.
Hope this helps.
If you are stuck, please specify the error.
Cheers :)