An interpreter is a program which reads code in some computer language and immediately executes it. Some languages, like Java, are "compiled" into a special format (class files, in Java's case) before being executed, while other languages, like Ruby, are interpreted, with no intermediate format. jruby is a Java program you can just run from the command line to execute your Ruby code.
An IDE for Ruby will generally include an interpreter so you can execute the code you're working on; but an IDE is something different altogether from an interpreter.
No, it does not. You can run the Ruby (or JRuby) interpreter interactively, and type in a line of code and see it executed immediately. Of course, you can also save your code in one or more files and run it all at once.