Just extract the JKE files to your Jedi Knight\JKE directory (which youll have to make). Then you have to make a shortcut to:
"X:\<LOCATION>\Jedi Knight\jk.exe" -path JKE
And run the shortcut. Alternatively, you could use Patch Commander, available from this location @ Massassi.net
Oh and I'm still looking for Glowsaber, since the flashsaber mod I'm currently using is making me dizzy. And the rest of all the saber mods are just plain crap.