JDownloader supports many captcha services already by default. You would jsut enable one like DeathByCaptcha and in Captcha Breaker you will enable simulation of this service (done by default).
Please note that nowadays you get a lot captchas from download sites who are based on ReCaptcha. That has a low solving rate within Captcha Breaker but you can of course forward them now to any service you like. This is in particular very useful if you have an account at Services listed here.