Nice question!

One way is to look at the manifest file in the jar. Manifest files can
be written with a "Class-Path" attribute that lists other resources
(jars, class files) that the jar file expects to have in the same
directory (or subdirectory etc, specified by a URL relative to the jar
file).
http://java.sun.com/docs/books/tutorial/deployment/jar/downman.html

Another way is just to compile something that uses the jar you want -
you will find out from the error messages (if anything) if there are
external resources that cannot be found.

Rob