Can Java JAR files be executed by double-clicking?

I've been reading about how to create JAR files from other website, but they just give examples of how to run a JAR file from the command line. What I've yet to see is whether a JAR file can be executed by clicking on it, like in Windows Explorer. Can it be done?

Yes, it can be done through the same means as when you associate any other file type with a chosen default application. I've also heard people say that the JRE will automatically steal the .jar file extension when you install it, but that hasn't happened to me the few times I've installed it so far.

Can you execute a JAR file by clicking a link on a webpage?

Only if you have a plugin or activeX object that can execute the code within it, or if the jar archive is set to open directly in the default application by the user.