The Java ARchive (JAR) file format enables you to bundle multiple files into a single archive file. Typically a JAR file will contain the class files and auxiliary resources associated with applets and applications.
JAR files are packaged with the ZIP file format.
You can execute it using (where MainClass is the name of the class containing the 'main' method):
java -cp app.jar MainClass
- Wikipedia 'JAR'
Read the Azureus FAQ