The recommended way to develop program for leJOS EV3 is to use the leJOS EV3 Eclipse plugin.
If you do not already have a working Eclipse IDE, you should download Eclipse from http://www.eclipse.org/downloads/.
The recommended version of Eclipse is the Eclipse IDE for Java Developers.
Once you have started Eclipse, you will need to install the leJOS EV3 Eclipse plugin. You do that by selecting Help from the menu and then "Install New Software...".
Click the Add... button to add the leJOS EV3 repository.