
You can launch your Java project by just double clicking the jar file of the project. For that you have create the jar file first. Don't worry you don't have to download additional tools for that purpose it can be done using Eclipse.
If you don't have Eclipse you can download it for your platform HERE
If you don't have JDK you can download it free for you OS HERE
Here is the step by step method to create Executable Jars using Eclipse...