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The starting guide is a good place to start:
Getting startedStarted
And the concrete walk through a plain old java main example
Walk through an exampleExample
The FAQ have some more details.
Faq
And if you use Maven for your projects Camel has maven tools to boot up in standalone mode and quickly run you Camel application
Camel maven pluginMaven Plugin
This is how you can run the Examples that is included in the Camel distribution.
In Camel 1.4 we will also have ANT build.xml files to quickly start the examples standalone.