I found the info about running RegexNER from http://nlp.stanford.edu/software/regexner.html
Also I worked through the sample and following cmd worked fine for me.
java -mx1g -cp '*' edu.stanford.nlp.pipeline.StanfordCoreNLP -annotators 'tokenize,ssplit,pos,lemma,ner,regexner' -file JuliaGillard.txt -regexner.mapping jg-regexner.txt
I looked at setting up Stanford NLP server from http://stanfordnlp.github.io/CoreNLP/corenlp-server.html.
and following cmd
java -mx4g -cp "*" edu.stanford.nlp.pipeline.StanfordCoreNLPServer
could start a nlp server at 9000 port.
But when I tried to run the server with -regexner.mapping jg-regexner.txt it dosnt work. Can someone help me with this.