The .jar refers to a collection of Java package multiple Java source files. This is run by the JavaRuntimeEnvironment.

Change to the same directory as the JAR file and run it. Use the cd command to change to the correct directory. Once inside the correct directory, use the java command with the -jar option for example (app.jar = .jar filename)-

java -jar app.jar

How to Execute a Jar File (ehow.com)

How to get .jar programs running in Puppy? (reddit)