Opening java application in Standalone pc

I have build a java application from java classes in JCreator for a client and I have 2 files in the folder, one is a .class and .java files.the program works perfectly but I want to deploy these files so the client can use the program without having to open a SDK Program all the time. is it possible to create file on the desktop that they can use?

My problem is that if there is a new PC , nothing installed in it, can I launch a java application in it ?
My friend asked me if I can build an application in java which I can use in any PC and the application will do something like an installation. In fact he wants to know if java can build an installation like application which will install for example a software on a new PC.
I think I told you more clearly the situation.

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