Download the .jar file using the button above and save it somewhere. (You may need to right-click the button and choose "Save Link As..." or similar.)
If you already have Java, you can just double-click on the file you downloaded and it will run.
If the Rabbit Escape window doesn't appear, you may need to install Java: read the next section.
It's quite likely you already have java installed. If not, to be able to play Rabbit Escape you need to install Java version 6 or above.
You can download Java from: java.com.
If you can't get Rabbit Escape to work, please contact me on email@example.com and I'll try to help.
If you can provide instructions for a different Linux distribution, or you can help improve these instructions, please let me know.