SQLEditor is distributed as a dmg disk image file.
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Locate the disk image then double click it to mount it.
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Drag the SQLEditor application to the Applications folder (or another location of your choice)
It is recomended that SQLEditor should be placed in the Applications folder (either System, User or Network).
Information on installing JDBC drivers is contained in the chapter on Database drivers. These should normally be installed in /Library/Java/Extensions/