Because Jauntium has a dependency on Jaunt, you will also need to download an edition of Jaunt (version 1.4.5 or later). Jaunt offers a free monthly edition as well as longer term editions (see all Jaunt products). The Jaunt jar file must be added to your Selenium project as well.
After adding the jar files to your Selenium project, you will be able to recompile and/or run the example files in the tutorial, though you will probably want to alter the package name in each example to match that of your new/test Selenium project. Tip: If your IDE supports it, configure javadoc integration (eg, in your Eclipse project, configure java build path, expand the entry for the Jauntium jar file, then select the path to the Jauntium javadocs folder).
* - Maven support for this step is forthcoming.