You should just need to have the .gob file in a known folder, and then open Jedi Knight Patch Commander and do the following.
1. File>Add Patch, browse to the .gob file and load it. It'll appear in the main window.
2. Double-click the SBX patch, and the light bulb icon will light, indicating that the patch is active.
3. Load Jedi Knight from within Patch Commander via File>Launch Jedi Knight.