There are two ways of running analog. You can either run it from Windows by double-clicking on its icon, or you can run it from the DOS command prompt (under Start-Programs). If you run it from Windows, it will create a DOS window to run in. When it's finished, it will produce an output file called Report.html. If the DOS window just flashes up, you'll probably find you have an output file of all zeros. See the next paragraph for how to cure this.
LOGFILE logfilename # to set where your logfile livesThe logfile must live on your local disk -- analog doesn't fetch it from across the network.
There's a list of basic commands later in the Readme. Also there are a few to get you started in the configuration file already, but there are lots of others available. You can read about all the commands in the section on customising analog.
In some ways, it's easier to run analog from the DOS command prompt, because you get to see any error or warning messages more easily. Also, if you run analog from the command prompt, there is another way to give options, via command line arguments, given on the command line after the program name. These are just shortcuts for configuration file commands.
If you want to compile your own version of analog (it's written in C), or just to read the source code, it's available from the analog home page. (It's the same source code for all versions).