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.
Welcome to JavaRanch, Lara! Take a look at The JAR Files Trail of Sun's Java Tutorial. As Oliver mentioned, a JAR file enables you to store multiple files (esp. class files) into one file. Another use of a JAR file is making an executable JAR, such that the user of your application need only double-click on the JAR file to start the application. For more information, take a look at the Creating An Executable JAR File thread.