This agent is most suitable for JEE environments. It gets deployed as a usual web archive. The specific deployment procedure depends on the JEE server in used. E.g. for Tomcat, its not more than a copy of jolokia.war into the the webapps/ directory.
As soon as it is deployed, the agents offers its services under the URL of the deployed web application. For Tomcat running with its standard configuration the agent is then reachable under