Well, you still haven't told me what it is, but from your answer, I would say, no, you can't just point the tool to the jar(?) file. (I assume you meant t
ar file. A jar file is a java archive, a tar file is a *nix archive file.) My question is, is this application available as a Mandrake rpm package? If it is, that would be the easiest to install. If not ... well, you'll learn a lot about Linux.
The Rute Tutorial
is a pretty good source for a lot of info about Linux.