i think there is an installer for windows now, which might have made things easier. on linux you still need to run a server in a terminal/console, which you then access via localhost in your browser. if you're not fimilar with linux and such its very odd, i agree.
Lots of the nxt features are a bit rough to use, because they really are core transaction types with a basic gui. I think the devs were hoping for plugin developers to take over and make them user friendly. i think eventually all these things will come.
hint for devs: altho nxt is written in java, plugins can be written in many language, such as php, c/++, python. with the asset exchange its also relatively easy to get funding, if you have something good in mind.