Java2il does not generate PE executables directly. It only generates assembly text files. To actually get binary executables, you need to assemble the output with an assembler. In the example below, the ilasm Microsoft assembler is used.
For the moment, java2il depends on the J# vjslib assembly. Thus, if you want to access the Java library, you need to have the assemlby vjslib in your GAC (support for other platforms may be added in the future).
The java2il interface is command line based. type
java2il --help to get all the available options.
Here an example how to translate the famous Hello World Java program