No dear, there is no error in your installation. Actually two types of jar files are there.
First type is which have a main method in any class(
executable jar files). And doubleclicking on this it will run. If the jar file is archive of a swing project you can see the window, but if it is of a simple
java project, you can't see anything and it will run in background.
2 nd type is simple archive, without any main method in any class. this type is not executable. It is only collections of some packeges. here j2ee.jar is second type jar files, which is a collections of som packages you need to compile and run your j2ee projects. So this files can't be execute as a executable jarfile.
No need to run the file, you just copy the file path and past it into class path variable values. That's all.