On Windows and Linux, the SLUDGE development kit consists of several programs. You should be able to find them on your Windows Start menu, in the SLUDGE section of your list of programs. Failing that, find the folder into which you installed SLUDGE on your machine, and launch the program of your choice from there.
On Mac OS X, the SLUDGE development kit is a single program, but it still works in mostly the same way.
Help on using the various programs comes in the following flavours:
About the SLUDGE Project Manager
About the SLUDGE Z-Buffer Maker
About the SLUDGE Sprite Bank Editor
About the SLUDGE Translation Editor
The engine is the only part of the development kit that's needed in order to play a SLUDGE game. Here's a bit more information on how that works:
How to release the finished game.
.ini Files for Compiled SLUDGE Games
SLUDGE and this SLUDGE documentation are copyright Hungry Software and contributors 2000-2012