......SO ....

Those are the files for the private server. What you want to do is go to the server folder and run server.bat
Next go back to the folder you downloaded and run WEBSERV1.exe
Lastly, run client.swf and Presto!!

Well, if you open the client, but have troubles connecting to the server...

1. Download Java...
Once completed (if you don't already have it) it should be located in...
C:\Program Files (x86)
If not, it might be just
C:\Program Files

Anyways, if it's in....
C:\Program Files (x86)
You want to copy and paste it into
C:\Program Files
(You can keep both, doesn't matter, you just need it in C:\Program Files)

Then take the path of that, until you get to "bin"
Should look like "C:\Program Files\Java\jre7\bin\"
(Might be different from mine, but doesn't matter)

2. Open up the start menu, and right click "Computer" then choose "Properties"... From there, the left hand side, there should be an option "advance system options"

3. Click Environment Variables

4. On the upper box, underneath should have 3 options. "New" "Edit" "Delete". You want to make a "New" one.

5. Variable Name: PATH
Variable Value: C:\Program File\Java\jre7\bin\

(You might need to make a second one. Variable Name: CLASSPATH, but same Variable Value. Although if it works without it, you shouldn't need the CLASSPATH one, only the PATH)

6. Save it, and then try opening your "WEBSERV1" and then your client. If done correctly, you should be connected to nexus.

Wrong section.