Open Windows Explorer by holding down the windows key and pressing the letter E once.
When Windows Explorer opens, double click on:
the C:
then the dev folder
then the processing folder
then the processing-x.x.x folder
Go to the directory/folder where you installed your processing app.
On a Mac, navigate to your Applications folder and launch the Processing Application (similar on windows)
by a Single Click (Double click on Windows) as above.
The PDE (Processing Development Environment) should launch.