difference between .exe file and jar file
.exe file is executable file, which can be run by double clicking on it. .exe file is created by compilers such as c, C++, Microsoft Visual Studio etc.. .exe file is not Java program or code.
.jar file is a archive (zip) file created by java program (jar utility of JDK). .jar file contains the compiled Java classes and Manifest files.
Read more at What is a JAR file in Java?.