Examples of using it from JavaScript, Flash and Java can be found in the project's examples folder; they're quite simple and documented, but in brief, to use it from JavaScript add joystick.js to your page:
<script type="text/javascript" src="joystick.js"></script>
Then create a new Joystick instance, which takes care of inserting the correct type of plug-in into the browser (ActiveX control for IE, NPAPI plug-in for everything else):
var joy = new Joystick();
That's about it! Using it in your game is a matter of reading the controller's axes and buttons wherever you would normally read the keys:
var joyX = joy.getX();
var joyY = joy.getY();
Using it from Flash is slightly more complicated due to having to access plug-ins via ExternalInterface, but the ActionScript Joystick class hides most of that away. Accessing it from a Java applet uses LiveConnect, but again the sample code takes care of this.
So, what are you waiting for? Bring on the games!