The Google Chrome browser does not support Java. Firefox does.

NOTE 11/04/15: Not only will you have to have Java installed on your computer,
but also you need to use a browser other than Chrome. On many Windows machines, you
will need to go to the Java Control Panel (good luck finding that), and under Security,
create an exception or permission for this site:

To run this chess applet on my Ubuntu 14.04 (Linux) machine, I needed to install the
IcedTea Java Plugin (from the Ubuntu Software Center), then in Firefox do the following: