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I assume you unchecked the 'Allow item & char editing' flag on the Config page.
Did you download the .jar or the .exe ? The .jar is just a zip and does not add an icon to the start menu. The exe should install under GD Stash in the start menu I believe.
There is documentation in the doc subdir. It is working, all you need to do is select a char, change some values and press save.