I want to created a JAR file and I want to run it on a client machine.So, I have a couple of questions:
See this link: Java to Exe. It also explains what valid reasons are to do this, and when you should not.
You can't really encrypt binaries as the machine has to understand them. That said, an optimized executable is very difficult to decompile, while plain class files are ease.
If you have an exe there are installers enough.