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 ringed "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, such as the Quick Start toolbar in Windows XP.
On Linux, FreeBSD and UNIX systems you start LispWorks by entering the name of the LispWorks executable at a shell prompt.
LispWorks User Guide and Reference Manual - 21 Dec 2011