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.
The repository URL is http://lejos.sourceforge.net/tools/eclipse/plugin/ev3 and you should give it a suitable name such as leJOS EV3.
You should then click the check box and install leJOS EV3 support.
It will ask you to accept the license, will tell you that the plugin has nnot been signed and will then ask to restart Eclipse. Once Eclipse has restarted, the plugin should be available and you will see menu items and icons for it.