Windows :

Just unzip the zip file where you want. (zip allready contains a root "picshell" dir.) then, start "PicShell.exe", go to the config panel and set your paths. Your previous config will be preserved if any.

If you want to register or open .jal extension with Picshell, please use "picshell_starter.bat" which has some path trick

Other platforms :

You can also use picshell from the source and so run Picshell on other platform.
You will then need to install Python on your computer and the wxPython and Psyco package

PicShell should work fine on linux (tested on ubuntu)
To start Picshell under linux, go to src dir (ie : /home/picshell/src), and from your shell, type 'python ps.py'.

go to the Menu Configuration -> Preferences... and fill out the paths and options.
Default settings points to bert's JAL starterpack location.