You DO NOT double click on it. There is NO pretty GUI it is all scripts.
The first thing it should ask is where is PTScripter? You first drag and drop the PTScripter icon on top of Panocubeplus. This way it learns the location path.
Place the panorama image into the same folder and then drag it on top of the Panocubeplus icon and wait for the result.
You modify the "Script.txt" should you wish to make changes or add/delete features. Aways keep a copy of the original script elsewhere on your computer for reference.
Reading the instructions (script instructions) supplied with the program will also help.
It can be a little confusing to start with but once your on top of it your will be right. Ask when your stuck!
PS: I just made a little tutorial that should help you can view it here