If you package it into an exe with Launch4J then Java still needs to be present on the target computer. Open the windows console and type
That will tell you what the latest Java version that is installed on that computer. Then, from the console, type
cd C:\Directory\where\jar\is\stored
java -jar MyJar.jar
where MyJar.jar is the name of your jar file. There, in the console, you'll be able to see any exceptions thrown or error messages generated when you run your jar file.
It is possible to package your jar into an exe with an embedded JRE, freeing you from having to have Java on the target computer. Check the tutorials forum for Erel's rundown on how that works.