Access to your microphone is limited to a single application. Yuor javafx is also accessing the microphone, as is implied by the line HelloWorld.RecDeVoz();
If you want to use Sphinx4 in your application, you'll most likely have to integrate it: build, link sphinx jar to app, and then start the recognition.
If you are trying offline recognition (from recorded audio files), you should change sphinx configuration to use the file source, not a microphone, as input.