The reference page with all of the options is:
http://omics.pnl.gov/software/MS-GF+
(alternate web page at https://bix-lab.ucsd.edu/pages/viewpage.action?pageId=13533355 )

The command line to use to analyze a .mgf file is something like this:
  "C:\Program Files\Java\jre8\bin\java.exe" -Xmx4000M -jar C:\MSGFPlus\MSGFPlus.jar -s C:\Work\DatasetName.mgf -o C:\Work\DatasetName_msgfplus.mzid -d C:\SequenceDB\MyDatabase.fasta  -t 10ppm -m 0 -inst 1 -e 1 -ti -1,2 -ntt 1 -tda 1 -minLength 6 -maxLength 50 -n 1 -thread 7 -mod MSGFPlus_Mods.txt

Note that if you are running 64-bit Windows, then you should have 64-bit Java installed, 
which will allow the program to use more memory.  You will need to customize the 
Xmx parameter based on the amount of free memory you have on the computer (4000M means 4 GB).

You can also adjust the number of threads used by the software with the 
thread parameter.  Example mods files are MSGFPlus_Mods.txt and MSGFPlus_Mods2.txt

MSGF+ saves the search results to a .mzid file; this is an XML file that conforms to 
the MzIdentML standard.  You can convert that file to a tab-delimited text format 
with this command:

  "C:\Program Files\Java\jre8\bin\java.exe"  -Xmx2000M -cp C:\MSGFPlus\MSGFPlus.jar edu.ucsd.msjava.ui.MzIDToTsv -i C:\Work\DatasetName_msgfplus.mzid -o C:\Work\DatasetName_msgfplus.tsv -showQValue 1 -showDecoy 1 -unroll 1

Optionally use the PeptideHitResultsProcessor console application to 
post-process the .tsv file.  This program creates a series of 
tab-delimited text files that include the identified peptides, 
a unique list of peptide sequences, and protein information, 
including the residue start/stop locations of the peptides 
within their parent protein sequences.
Available at http://omics.pnl.gov/software/peptide-hit-results-processor

Example command line call:

  PeptideHitResultsProcRunner.exe /i:MSGFPlus_Example\QC_Shew_13_05b_HCD_500ng_24Mar14_Tiger_14-03-04_msgfplus.tsv /m:MSGFPlus_Example\MSGFDB_PartTryp_MetOx_20ppmParTol_ModDefs.txt /n:MSGFPlus_Example\MSGFDB_PartTryp_MetOx_20ppmParTol.txt /t:MSGFPlus_Example\Mass_Correction_Tags.txt /L /ProteinMods /F:MSGFPlus_Example\Shewanella_oneidensis_MR1_2010-04-22_Tryp_Pig_Bov_decoy.fasta

