jemplode is a java application and as such it's a .jar file. It's not a standalone .exe and requires what is essentially an interpreter. So think of it like a Word document or something. You need to run Word to view/edit the document.

You need to have the Java Runtime Environment installed (JRE) and then .jar files should be associated with it.

At worst if the .jar is not associated properly with anything double click the program and choose which application you want to use. Then browse to the Program Files/Java/jrexxxxxx directory and select javaw.exe to run the .jar file.