If you need to install a complete
Java runtime as well as your application you have three basic choices:
1. Provide a collection of files (in a zip or tar, for example) including the JRE installer and your application, together with manual instructions ob how to install the JRE if not already present.
2. As 1, but build your own "install" program which performs the steps in the manual installation instructions automatically.
3. Use a third-party installer such as InstallAnywhere from Zero G software which can manage Java Runtime installation as well as your application.
Of these choices, number one should only be used if your users really know what they are doing; number two can work if installation is really simple, but you will need to keep maintaining the installation program as well as your aplication; number three can cost extra money, but is a very powerful and useful solution.