this is command line tool, not drag and drop use. Just enter cmd, change path to locatoin where jm2converer is placed, and type: java -jar jm2converer.jar -in <model_name_to_be_converted.m2> -out <output_model_name.m2> -cl, after that your output model will be in vanilla version, so you can open it in mdlvis and save to mdx.