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http://cocoon.zones.apache.org/daisy/legacydocs/627.html

Document ID: 627
Name: How to run and explore the Cocoon samples
Branch: main
Language: default

Created by: Geert Coelmont
Created on: 7/8/08 2:51:04 PM
Visibility: public

It appears that in the current download for Apache there is no INSTALL.txt, 
cocoon.sh or cocoon.bat, contrary to what is mentioned in this page.