Here is Java's download page:
https://java.com/en/download/Here is a list of all versions if you have an issue with the default:
https://java.com/en/download/manual.jspIf you're on windows you can Shift+Right-Click > "Open command window here"

This will bring up a console in your current directory.
From there type in "java -jar <file>"

Not sure exactly how to do that in any other OS.
Again on Windows (Windows 8.1) this is how the default program should look.

Right-click the file and select properties to get the window on the left up.