Download the binary and execute this jar as
java -jar ${jaxb.bin}
On Windows, you can just double-click the jar file to execute.
Browse the release notes online, including what's new.
Please subscribe to the users list and send comments/feedbacks/opinions to the list. Also, bugs that are found in the RI can be reported through the issue tracker.
If you'd like to hack the source code starting from the final release version, download the workspace snapshot zip bundle. It contains all the CVS control files, making it ideal for submitting patches, checking diff, and etc.