Fetching ENSEMBL Data in Jalview
Jalview Version 2.10 (September 2016) introduced support to retrieve annotated transcripts, peptides and genomic contigs from ENSEMBL.
Database selection dialog for fetching sequences (introduced in Jalview 2.8)

Two types of ENSEMBL source are provided. ENSEMBL queries the main ENSEMBL site, which only serves data for higher eukaryotes, and EnsemblGenomes, which provides access to Ensembl Pathogens, and other warehouses.

General Use
If you have a set of Ensembl peptide or transcript IDs, then you can retrieve them via the sequence fetcher dialog opened after selecting the most appropriate source (either 'ENSEMBL', or Ensembl Genomes). However, Jalview's Ensembl client has a couple of additional capabilities:

Retrieving aligned transcripts for a genomic ID

If a single genomic identifier is entered in the Ensembl fetcher, Jalview will return all transcripts and products for the locus, and display them in a split view - complete with sequence variant annotation.

Retrieving orthologs for a gene ID

If a gene ID is entered (e.g. fox1), Jalview will resolve Ensembl genomic identifiers for a predefined set of taxa (Mouse, Rat, Human, Yeast in Jalview 2.10).