If you're new to Construct, you should use the web version. It is hosted here, and there is an introduction here.
If you're interested in working on Construct itself, it is often easier to test with the desktop version. To run the desktop version of the project, install Scala and SBT, and then do:
sbt
> project constructJVM
> runMain construct.ConstructGREPL
Then try
// Click on two locations to get points A and B
let C1 = circle(A, B)
:s circle
let C2 = 0
:s intersection
let D, E = intersection(C1, C2)
let P = line(D, E)
let Q = segment(A, B)
let I = intersection(P, Q)
One can also use the whole-file processor with:
sbt 'runMain construct.ConstructC example.con'