This week's book giveaway is in the OCAJP 8 forum. We're giving away four copies of OCA Java SE 8 Programmer I Study Guide and have Edward Finegan & Robert Liguori on-line! See this thread for details.
In general, no. .class files are portable to any Java virtual machine, on any platform. It's certainly possible to write Java code that will only run on some machines -- for instance, by hard-coding paths or other system-dependent information -- but otherwise, you can just copy the files and run them.
... Or, as the saying goes, "Write Once, Run Anywhere".
I believe that Sun has a set of specs that, if adhered to, are guaranteed to be portable. I don't remember the full set, but one obvious one is not to use external non-java libraries, and its converse: wherever possible, use the JVM-supplied standard classes (the "java.*" classes), as they were designed to implement functions without depending on a particular set of hardware or OS.
I have a project I'm trying to get rolling that specifically chose Java as its platform because I wanted to be not only OS and hardware-independent, but independent of the windowing system and window desktop software of the user's machine.
An IDE is no substitute for an Intelligent Developer.