To get started and for more information about Neo4j, go to http://neo4j.org.

Quick start for non-Maven users:

o add the neo4j-kernel and geronimo-jta jar files to your classpath/project
o javadoc for the Neo4j API can be found at http://api.neo4j.org/current
  (in eclipse right click the neo4j-kernel jar file Properties->Javadoc location)
o see javadoc for org.neo4j.graphdb.GraphDatabaseService to get started

Also see the Getting Started Guides at http://wiki.neo4j.org.