First, there is the SPlus script file (SPlus for Windows looks for the .ssc extension). You'll need to edit this text file (using NotePad, for example), to replace the path to the data which I used ("c:/ael/data/haicheng/breast.txt") with your path.
You'll also need the data (here's the description of the data).
If you're using Splus for Windows, then when you fire up SPlus, you'll want to open (from the File menu) the script file. Opening the script file will add a Script menu item to the menu bar. Click on "Run" from this menu, and away it goes. You will be asked for input at a certain point as it runs: just type 0 until it's happy.
Now mess around and have fun!