To try out the various input modes, simply press each of the buttons on the Input dialog in turn, and enter some characters (the spacebar is always used to trigger conversions when entering Kanji). All the buttons along the bottom of the Input dialog will display a table of characters from which you can choose. The Kanji button works alongside the Radical button, such that when the Radical dialog is displayed, it also filters selected Kanji (if you have any radicals highlighted).
If you are running a Japanese operating system (such as the Japanese Language Kit on MacOS), you could try cutting and pasting text between JWM and other Japanese-enabled applications. JWM will automatically detect and convert text from many different Japanese formats, so you never need to concern yourself with which format you are using (this is great when you get Japanese text in emails - you just copy and paste the text into JWM and it does all the work for you). However, you can easily change the clipboard format using the button on the top of the Text dialog displaying a clipboard icon.
The 30,000 entry WNN dictionary is bundled with this demo, so you can get a very good idea about how entering Kanji via reading compares to the full commercial version of Japanese WordMage. You will notice that single Kanji have English meanings displayed, thereby assisting you in choosing the correct Kanji. No other Japanese input system in the world offers this feature. You also have full control over which dictionaries are used for Kana-to-Kanji conversion (select Kana-to-Kanji list... from the Dictionaries menu to see which dictionaries are used), and you can edit and add entries by opening a dictionary in this list at any time you wish.
You might also have noticed that you can have a text document, a web page and the help system open at the same time. This allows you to edit a text document whilst viewing a web page (or another text document), which is great when you have exercises in HTML web page format prepared by your teacher that you need to work on.