Download the .DMG file, double-click (or right-click or ctrl-click) to open it. Drag the CDC-X icon to your desktop. Then double-click the icon to start up.
Download the shell installer and run it with "sh" in a terminal. It creates $(HOME)/cdcx, and a desktop icon. There is a readme file in $(HOME)/cdcx that contains instructions if it doesn't start properly when double-clicking the desktop icon.