Playing Gekkeiju Online™ requires you to download and install the game client on your computer. If you haven't yet, you can download the client's installation file for free from here: download the game.
Before you install the game client, you should also make sure you have created yourself an account for the game. You can create the account here: create account.
After downloading of the game client to your computer has finished, you're all ready to start the installation. Do this by starting the game client install (gektox.exe).
The installation-wizard will walk you through the whole installation-process of the game. Once the installation has finished, you can launch the game either through the Start-menu or from the shortcut created on your desktop.
When you launch the game, you'll first be taken to the game's auto updater. This application will download the latest patches to make sure your game is always up-to-date with the latest features. You are also able to adjust your graphics settings only from this application. You can adjust the settings by clicking the Options-button.
Once the auto updater has finished patching, you can click the Play-button and start playing the game.
Next: Character Creation