PCGen is based upon a double-set of tabs. The vertical column of tabs on the left is where you can select what kinds of tabs you want available on the right. Your choices are Main for the tabs that impact all the other tabs, DM Tools for tabs that DMs will find useful, and then as characters are added you will see Character Info tabs with the characters name on them appear.
At the bottom of the screen there is a set of buttons that are always visible (although not necessarily enabled). The New button will create a new character, or you can Import one which will bring up a file browser so you can select the file (extension pcg) you wish to load. When you've selected a character you can Close just it, or by clicking on Close All you can close all the loaded characters. If any characters are modified PCGen will ask you if you really want to close that character and give you a chance to stop that operation. You can also Save the selected character - the file will be the same name as the character with a pcg file. So a character named Merton would be saved to Merton.pcg. You can also Save All selected characters. To quit PCGen, click on the Quit button.