Make sure you have the latest version of the JRE (Java Runtime Environment) installed. You can then run the binary file by navigating into the directory where you have your .jar file and using the command java -jar jMoose-all.jar
You can also download the attached jMoose-shadow.zip file, extract it and navigate to the bin directory. There run
jMoose (Linux, OS X)
jMoose.bat (Windows)