|BlueDragon Server and Server JX are just two of four editions of BlueDragon. As standalone editions, they run as a service or daemon that can be stopped/started, as discussed in the FAQ.
If you're a Windows user, you can restart BlueDragon through the Services Control Panel. Or, you can use the StartBlueDragon.bat and StopBlueDragon.bat found in the installation directory's bin folder.
If you're a Linux or MacOsX user, you will find a StartBlueDragon.sh and StopBlueDragon.sh in the BlueDragon installation folder's bin directory. (Use ./StopBlueDragon.sh to run the stop script, for instance.)
For the J2EE edition, you can restart the BlueDragon WebApp as supported by whatever J2EE or servlet engine you're running. For the .NET edition, see the manual, "Deploying CFML on ASP.NET Servers" for more information on starting/stopping a BlueDragon .NET application.