Installing and configuring Eclipse is standard, not specific to CrossWorlds. If installing on Windows, the easiest option is the Windows Installer. For CrossWorlds, you should install the Eclipse IDE for Java EE Developers version.
From personal experience, I would recommend a separate Eclipse install and workspace for each usage (e.g. Domino plugin development, Notes Client plugin development, CrossWorlds, Darwino etc). You can also define a separate local Maven settings file for each, as well as a separate repository location. There is no benefit of having a separate Maven repository in practice, but it can help with testing and will keep the environment isolated. So here I'm creating a separate workspace under my Eclipse installation folder.
Once installed you will need to include some plugins. Although there are a host of relevant ones, the minimum is the "IBM Websphere Application Server Liberty Developer Tools" for the relevant Eclipse version (there is also a beta Liberty tools plugin, if you wish to use it). If you want to work on the OpenNTF Domino API demo database (possibly also to import it, I'm not sure), you will need the "Vaadin Plugin for Eclipse" as well.
You may also want to configure different JREs. By default you will have the version defined in your JAVA_HOME variable. Different versions can be downloaded from the Oracle website (download the JDK and install on your PC). You will need a version higher than 1.6 for auto-importing OpenNTF Domino API into CrossWorlds (see page on installing CrossWorlds feature). You will currently need Java 1.6 if you want to copy Java files from your project and run them on a Domino server, in an OSGi plugin.