Users' script are usually placed in the user home directory under $HOME/bin. This is not a rule, but many systems already include $HOME/bin in $PATH so that you can avoid to add it manually. On the other hand if you want to make your scripts available to other users, you should put them in a common location as /usr/local/bin.
In this particular case, since your command is a one-liner, you can simply define an alias
Code:
alias minecraft='java -jar /home/USER/Downloads/minecraft'
and put it in $HOME/.bashrc or $HOME/.alias (provided this last one is sourced by .bashrc as well). Another way to define custom commands is by means of shell
functions.
Edit: sorry, I just noticed the /home/USER spec in your command line, so I guess this must be available to all users. In this case it would be better to put a script inside /usr/local/bin. If you want to change USER with the actual username, it should read
Code:
java -jar /home/$USER/Downloads/minecraft
In alternative you can define a function called minecraft, put its definition in a script under /etc/profile.d (the files inside it are sourced by /etc/profile) and export the function, e.g.
Code:
function minecraft {
java -jar /home/$USER/Downloads/minecraft
}
export -f minecraft