The key to understanding these tools is to read the documentation for the programs to see exactly what they do, then extrapolate from there. See, for example, the supervise manual. The reason the instructions are a bit vague is because, as with most of Unix, the software consists of a small tool which can be combined with other small tools in any number of different ways; how you will combine them will depend on exactly what you hope to accomplish.

In this case, the key thing that supervise does is execute whatever's in the file named run, then starts it back up again if it exits. run can be a shell script, a perl script, a binary program, a symlink, or anything else that Unix knows how to execute. In your case, you probably want either a shell script to exec your program, or else a symlink to your actual program as your run script.