If you selected to create menu and desktop items during installation then on Windows you can select to start the application from the Start menu, i.e. Start->All Programs->NXvalidate->NXvalidate. On Linux you can select it from the Applications menu, i.e. Applications->NXvalidate->NXvalidate. On both systems, if you selected to install desktop icons then you will be double-click on the icon to start the application.
Alternatively you can start NXvalidate from the command line by moving to its installation directory and issuing the command: