On Windows and Mac OS X the simplest way to run LispWorks is that provided in the desktop environment. On Windows you can run LispWorks from the Start menu. On Mac OS X you can run LispWorks by clicking on the LW icon in the Dock. On both these platforms you can create a shortcut to LispWorks and place it somewhere that is convenient for you.
On Linux and UNIX systems you start LispWorks by entering the name of the LispWorks executable at a shell prompt.