For OS X:
Windows, Linux, and other platforms:
Currently, EFM is not nicely packaged up for Windows or Linux. It should run fine, but I haven't tested it. This situation will improve once I get my computer triple booting again.
To install EFM, first install Python 2.7, PyYAML, and wxPython. (If you only want to use it from the command line, then you don't need wxPython.)
Then, download the source from SourceForge, unzip it somewhere, and run efm_gui.py.
(For command line use, just run efm.py like so:
python efm.py my-story.efm my-story.rtf)