To be able to run a .jar application by double clicking it, you need to have jdk installed.

You have to alternatives.
- The Oracle JDK : How to Install Oracle Java JDK 6/7/8 on Ubuntu 13.04 / 12.10 / 12.04
- Open JDK : How to Install OpenJDK 7 on Ubuntu 13.04, 12.10 and 12.04
After you install JDK, do this:
1. Right click the .jar file -> Properties.
2. Click on the “Open With” tab along the top.
3. Change the default choice to the JDK you have chosen (OpenJDK or Java JDK)
4. Click Close and you should be ready to double click.