First of all u need JRE .. But if u want u can install JDK which installs JRE either. JDK is used for compiling jav program, ie in development of java appliaction..JRE is need to run those programs/application.
JAR file is a collection files that r needed during the execution of that application.. generally jar file will have a manifest file which specifies which java class file is to executed .. in that case u just need to type these.
"java -jar filename.jar" (without quotes)
In some cases it wont be , so u need to specify the class like this.
"java -classpath filename.jar filename"
This also sometime maynot work if the classpath differs from jar filename...
U can view the jar file content using "winrar" and other compressing utilities.
NOTE: Make sure the jar file has an executable class file.
Try these links also:
http://java.sun.com/docs/books/tutorial/deployment/jar/
http://en.wikipedia.org/wiki/JAR_(file_format)