CKFinder is a "web application". It means that it's made to run inside web browsers, making it easy to deploy and to use in any computer.
Currently, the following browsers are required to CKFinder to run:
Some features are dependent of your browser settings. By default, it should be ready for CKFinder, but if you are experiencing problems with the Context Menu or your Settings are not being saved, be sure that your browser is configured to "allow scripts to replace context menus" ("allow scripts to receive right clicks") and that you have "cookies support enabled".
Please contact your system administrator if you have any doubt.