There are two main options to distribute B4J apps:
1. Assume that Oracle Java 8 is properly installed on the client computer.
Use Java 8. Run your app in release mode. Send the small compiled jar to the user. It will run on Linux, Mac or Windows. The user will be able to double click on the jar or run it with java -jar.
2. Don't assume anything.
Use Java 11+.
Windows: Build a package with the integrated packager tool. Use Inno Setup to build a setup file.
Mac / Linux: Use B4J-Bridge with B4JPackager11 to build a package. The package must be built on the target platform.
Distribute the package. On Mac you need to follow additional, quite complicated steps, to create a notarized package if you want it to run without warnings.
I recommend to use the integrated packager and distribute a single setup file.