To run Apache JMeter in GUI mode:
Double-click on the ApacheJMeter.jar file.  
If this doesn't work, open a command prompt and type:

java -jar ApacheJMeter.jar [-p property-file]

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To run Apache JMeter in NON_GUI mode:
Open a command prompt (or Unix shell) and type:

java -jar ApacheJMeter.jar -n -t test-file [-p property-file] [-l log-file]

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To tell Apache JMeter to use a proxy server:
Open a command prompt and type:

java -jar ApacheJMeter.jar -H [your.proxy.server] -P [your proxy server port]

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To run Apache JMeter in server mode:
Open a command prompty and type

java -jar ApacheJMeter.jar -s

Or, use the provided script file: jmeter-server.bat(Windows)/jmeter-server(Linux)

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Please note that a script file is provided: 
jmeter.bat(Windows)/jmeter(Linux) that can be
used in place of "java -jar ApacheJMeter.jar".  Example:

jmeter -p jmeter.properties -H my.proxy.com -P 9999