Grinder expects the "doc" folder in it's working directory, so when you cd to 
the grinder directory, there should be the folder doc with the help files (html)
in it or Grinder cannot show help.
On first startup you are asked to select a settings folder. You can select a 
folder yourself or let the program do nearly all itself: create a settings 
folder, create subdirectories in it (this is always automatically done) and 
select the GUI language (this is your system's language, if it is one of cz, de,
en, es, fr, pt, ru or zh [Simplified Chinese?]) or english, if it has no language 
file for your language. 
To set a different language as default you need (at the moment) to start the 
Grinder from the command line: 
java -jar PATH_TO_YOUR/MyGoGrinder.jar -defaultlanguage=XY
where XY is one of the above named tokens. This will create a grind.locale file with 
the language token in it in the settings folder. Next time you start your 
Grinder with just a double click, it uses that language by default. Delete that
file and it is back to the setting from before. After the first start of 
MyGoGrinder there is just one (automatically created) sgf file in the 
settings/problems folder.