Depending on your preference and desktop (Gnome, KDE, etc...) you can open a console window and navigate to the directory where you installed Sesame and simply invoke the executable; you can use whichever file manager you prefer to navigate to the same directory and double click the icon; or, you can drag the icon to your desktop and invoke Sesame using its icon from the desktop. Most Linux desktops also come with editors for the "start menu", if you prefer to invoke Sesame from a desktop menu. If you prefer the console, adding an alias for Sesame to the .bashrc file, allows you to invoke Sesame while in any working directory:

alias sesame='/home/MyAccount//Sesame/sesame'

Of course the path would have to altered to match your installation.

There two distinct pieces of software involved. There is Sesame itself, which can be run as a combined client and server, or as a server, or as a client. There is also the API, which is a way for software other than the Sesame client to gain access to data being served by a Sesame server. In your second post, you are discussing the API. The API depends on there being a Sesame server running, serving a Sesame application. After that is established, you will need to write a small program in one of the supported languages that uses the API library to access that server and retrieve information from it. But, before you can do that, you need to have a Sesame server up and running on either Linux or Windows and you need to create and use a Sesame application file, which would contain the data you wish to access.