The Windows version of WME Lite consists of the executable (wmelite.exe) and a bunch of DLLs. To run a compiled game, simply copy your game package(s) (the .dcp files) to the same directory where wmelite.exe is. If you run wmelite.exe, it will find the package(s) and run the game.
The game starts in full-screen by default. To run in windowed mode, use the -windowed command line parameter (e.g. create a shortcut to wmelite.exe and -windowed to the Target field).
The Windows version is the only one capable of running non-compiled game - i.e. a ProjectMan project. To run a project, use the -project command line parameter. For example:
"c:\Program Files\wmelite\wmelite.exe" -project "c:\MyProjects\My Cool Game\mycoolgame.wpr"
Please note that to be able to run a non-compiled game, wmelite.exe needs to be able to use a script compiler. The script compiler is contained in a file called dcscomp.dll, which is part of the regular WME Development Kit. Simply copy the file from your WME Dev Kit directory to the directory where wmelite.exe is located.
The OSX version of WME Lite consists of an application bundle (wmelite.app). To run a compiled game, open the bundle contents in Finder (right-click wmelite.app and choose "Show Package Contents"), inside the bundle navigate to "Contents/Resources" subdirectory and drag&drop your game package(s) (the .dcp files) into this subdirectory. If you run the wmelite.app bundle, it will find the packages and run the game.
The game starts in full-screen by default. To run in windowed mode, use the -windowed command line parameter.
Currently the only way to run the game in iOS is to compile WME Lite from sources. Please refer to the following article: Building WME Lite from sources