Download the archive and extract it as
unzip jaxb-ri-${version}.zip
On Windows, you can just double-click the zip file to access it's content.
Browse the release notes online, including what's new.
Please subscribe to the users list and send comments/feedbacks/opinions to the list. Also, bugs that are found in the RI can be reported through the issue tracker.
If you'd like to hack the source code starting from the final release version, download the workspace snapshot zip bundle.