Firstly, verify that your JVM is installed properly by following these instructions.
Now chose a directory for Qpid broker installation. This directory will be used for the Qpid JARs and configuration files. It need not be the same location as the work directory used for the persistent message store or the log file (you will choose this location later). For the remainder this example we will assume that location c:\qpid has been chosen.
Next extract the qpid-java-broker-0.23.zip package into the directory, using either the zip file handling offered by Windows (right click the file and select 'Extract All') or a third party tool of your choice.
The extraction of the broker package will have created a directory qpid-broker-0.23 within c:\qpid
Directory of c:\qpid\qpid-broker-0.23 07/25/2012 11:22 PM . 09/30/2012 10:51 AM .. 09/30/2012 12:24 AM bin 08/21/2012 11:17 PM etc 07/25/2012 11:22 PM lib 07/20/2012 08:10 PM 65,925 LICENSE 07/20/2012 08:10 PM 3,858 NOTICE 07/20/2012 08:10 PM 1,346 README.txt
Qpid requires a work directory. This directory is used for the default location of the Qpid log file and is used for the storage of persistent messages. The work directory can be set on the command-line (for the lifetime of the command interpreter), but you will normally want to set the environment variable permanently via the Advanced System Settings in the Control Panel.
If the directory referred to by QPID_WORK does not exist, the Java Broker will attempt to create it on start-up.
The broker has optional message store implementations backed by Oracle BDB JE. If you wish to use these stores you will need to provide the optional Oracle BDB JE dependency. For more details, see Section 10.4, “BDB Message Store”