You get different behaviours on different platforms. Your jar is obviously all right if you get it to run from the command line. You may have problems about setting up an association, ie that if it is a .jar file, your Java runtime runs it.
I Googled and found two links,
Sun and
sourceforge. They are a little bit old, but they aill probably help you. I don't think you can get a console by double-clicking a .jar icon, I am afraid.