JAR files are like EXE files, except that they need a Java framework to run. Imagine them as EXE files on Windows, which you can double-click to launch the program. When you run an EXE file, it ...

Java Network Launch Protocol (JNLP) files are used to launch applications from a hosted web server on a remote desktop client. Software such as Java Plug-in and Java Web Start programs use JNLP ...

and I love the open source Adoptium Temurin edition from Eclipse, but Oracle is the steward of the platform, so downloading and installing the OpenJDK from them at jdk.java.net is always a safe bet.