What you can do is create a little shell script that in turn uses the usual "java" command to run your jar file.
This blog post describes this nicely: https://coderwall.com/p/ssuaxa/how-to-m ... executable
The next problem is to create an icon for the Raspi's Window manager that runs that little script when you click it.
I don't use the Raspi desktop so I'm afraid I cannot help there. A search of this forum should find you something.