You don't have to... Derby comes in a jar as it is.
But if you want to pack the actual database files in a jar, that is possible to. Just follow this "recipe".
1. Populates your database. Remember to do a proper shutdown of this database. This ensures that the database is checkpointed (see the Derby Reference Manual under the shutdown=true url attribute).
2. Pack the database files and your application in one jar file. The Derby property derby.storage.tempDirectory needs to be set, and the application need to do the above described shutdown when it is exited. Access the database with the url jdbc:derby:classpath:<path to database>.
3. Ship your combined application/database jar file together with derby.jar and there you go.
But this is a READ ONLY database, since you can not write to a jar-file.
If you want to have a base lined database, do as above but make sure that you copy the files to a new, writeable, location.