In Windows OS, you can run  an executable jar with a double click, as
long as you have set the path to the java runtime executables in the
environment variables. This method does not open a cmd window, so
you won't see any error messages if you run into some.

Alternatively, you could create a .cmd file containing the commands
you would normally type into the cmd window, each followed by a
carriage return. If you don't want the commands to be seen as they
are executed, start the file with "@echo off". This method does
open a cmd window, so any messages sent to System.out will be seen.

I have distributed programs using both methods with equal success.

See this website for steps to make an executable jar:
csdl.ics.hawaii.edu/.../jar-files.html