You have a number of options. You can write batch file which incudes the "java -jar jarFile.jar" command. You could write a piece of naive code to do the same and create a .exe. Or you can tweak the OS to do something simmilar (associate .jar files wit ha more general batch file).
If you are putting the application inside a jar file you can make the jar file double clickable to run the application
Creating an executable JAR file
Create a text file to add to the manifest which declares the Main-Class attribute for the application, making sure to add a carriage-return at the end of the line. Adding this will cause the application to look for a main() in Foo.class:
Create the archive and include the manifest addition with a command like this which archives two class files into an executable Foo.jar: