You're almost there, and if you want to manually create a WAR file (provided that you have a directory that you want to WAR up) just change directory to it and type...
Notice the "." at the end of the command, this says include all of the files in the current directory. Alternatively, you can include specific files and directories by simply naming them. Check out the
JAR tool documentation (for Windows) or the
JAR tool documentation for Solaris/Linux as appropriate.
Once you've done this a few times, as Rick suggested, you'll probably want to check out an automated tool such as
Ant.
All the best
Simon