This is in the same bin directory as "java" and "javac", typically in a directory similar to:
Here are some useful links about development tools, and jconsole:
Basically, you just start it and follow the screen prompts to connect to a running java program, which means that the simplest way to use this tool is to start your program first, then start jconsole. You should be able to start it by double-clicking on it.
If this doesn't work, we will have to ask what O/S you are
using before we can give you better suggestions.