To capture the execution of a program to BugJail, the only thing you need to do is start Java Virtual Machine with one additional option.
Regardless of what you want to capture, there are always two steps: first, you need to construct the BugJail Agent option string, and then you need to pass it as a JVM option to whatever you are starting. Step 1 is always the same, but how to do Step 2 varies between IDEs, applications servers etc.
Step 1: Construct BugJail Agent option
See articles in section Configuring BugJail capturing for instructions on how to construct the BugJail Agent option string and how to configure capturing (exclude some packages, etc).
At high-level, you have two ways for doing this:
A: construct BugJail Agent option string by using Capturing Assistant (easy user-interface, but supports only the two most common configuration options currently).
B: construct BugJail Agent option string manually (more effort, but allows using additional options).
Step 2: Start whatever you want to capture, with the BugJail Agent option passed as a JVM option
See articles in section Enabling BugJail capturing for instructions on how to pass the BugJail Agent option string to JVM in practice, in various scenarios (different IDEs, application servers, etc).
Broadly, there are three common scenarios (plus some oddballs):
C: Start JVM directly from command-line with BugJail Agent option