Instructions can be found here.
Rather than downloading onCourse from releases, you can run it from checked out source.
./gradlew -x test server:runServer
If you use Intellij you'll find that the project already has an .idea folder with most of the configuration already there. Don't import the project, just file->open from inside Intellij.
To run the project from Intellij, Run-> Edit configurations. Create a new configuration and set the main class to server/src/main/java/ish/oncourse/server/AngelServer.java, module onCourse.server.main and working directory as server.
Post in our forums with any questions or suggestions.