The application server doesn't return executable JAR files.

What it does is invoke application logic when you access the server via its
defined port, e.g., 8080.

So if you have an application called, say, "foo", you get application behavior
by invoking http://someserver.address.com:8080/foo/

The application server takes care of invoking logic contained in its deployed
JARs, or more precisely, its EARs (Enterprise ARchive) and WARs (Web ARchive).

It does not return these JARs.  It returns formatted byte streams as dictated
by the logic in these JARs.

For example, a web application returns XML or HTML for browsers to render.

Build a "war" file and drop in it the war file directory.  That is all
there is to it. See http://mindprod.com/jgloss/war.html
To run a jar standalone. see http://mindprod.com/jgloss/jar.html