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want to make setup files of my java mysql project

I have done a restaurant management project with java fxml and MySQL using intellij idea. Now i want to make a setup file like other software available. I want to make sure that one can easily install the setup file in his computer without installing JDK or other things. And how can i consider my software licence issue? I already tried some jar to exe converter software but failed to do it. Need some help.

Write a custom installer (with native operating system language)
If you are targeting multiple OSs, make for each one "install program" written in its native format. This idea is used by many Java projects, including Netbeans IDE which contains a small C++ runner for windows, linux and other systems. The Netbeans launcher verifies JDK exists and starts up VM with desired arguments. Here you can take a look at it http://hg.netbeans.org/main/file/96711149dcd2/ide/launcher
For example, you write a custom .NET installer for windows that checks if JDK is installed or not, after that it installs your system. The same thing would be for Linux or any other OS.

What exactly does launch4j do?

If I am understanding correctly:
It will allow me to send an embedded JRE along with my JAR so that my jar works whether or not the user has Java installed on their computers.
I have never worked with it before so I thought I might ask before going on a steep learning curve :)

Launch4j does not embed the JRE. It is a wrapper for your JAR file which checks for an appropriate JRE installed on the target PC, and if it is not installed it will offer the user to download it.

Java exe launcher with support for Windows 7

The Problem
Currently I use exe4j 4.4.2 to wrap our client app in a Windows native executable, but the result does not integrate with Windows 7 so well.
For example: When I right click in the task bar it only offers a pop-up to close the application but no pinning. Eclipse' Equinox launcher on the other hand does that with bravado.
I'm looking for a java exe launcher which has the following features:
Wraps jars in Windows native executables (no Java Web Start or similar)
Doesn't extract the jar from the executable
Doesn't need write access in "Program Files"
Uses executable filename as process name (only one process)
Integrates well with Windows 7 (esp. pinning in the taskbar)
Allows setting of JVM arguments (esp. heap size)
Flexible customization for JRE search
Lightweight
Actively maintained
Integrates well in Ant build
Preferably free
I have checked the following:
exe4j
Windows 7 integration lacking
It's not expensive but ordering and
distribution of licenses to the build machines is a pain.
JRE search not flexible enough
Eclipse Equinox
Not lightweight
Seems to do everything I want, except that I have no idea how
to use it with a non-eclipse-based app.
Can I use it outside of OSGI, PDE-Build world?
WinRun4J
JRE search not well documented
Seems not widely used despite incredible feature set, what am I missing?
Launch4J
Doesn't support setting the process name in Windows 7 (Bug ID 3353972).
There is a patch (Bug ID 1670471) but it has been rejected with reference
to jliftoff which is dead.
JRE search not flexible enough.
JSmooth
Seems not to be actively maintained.
Latest release is from 2007, well before Windows 7.
Are there any other options?
Is there a chance to use the Eclipse launcher with a non Eclipse-base application?

Try Advanced Installer http://www.advancedinstaller.com/java.html (There is a free edition available in this).

I'm happy with WinRun4J. The JRE search works fine for me. It sometimes chokes especially on 64bit systems if multiple JREs and JDKs are installed and registered in the Windows registry, but this can usually be fixed by supplying the correct path in the corresponding .ini file.
I did not use Launch4J because it creates a new (temporary) .exe in the JRE installation folder which seems a bit strange to me. The advantage of that method is, that it can use a single .exe for both 32 and 64 bit JVMs though

It sounds to me like you just need to go with Launch4J. The process name matches the .exe name that you launch with. A great example of a program that is wrapped this way is "Keystore Explorer 4.01".

I would create a bat file. Wrap this bat file into a exe. You can create an exe with an icon and everything. Try this bat to exe converter:
http://download.cnet.com/Bat-To-Exe-Converter/3000-2069_4-10555897.html
In this way, you have better control. The size of the exe is very small.
Edit: Also, the creation of the exe is one time thing.

Combination of Launch4J and Java Web Start?

I have a working JNLP application which I need to distribute to various non-technical end users.
If the user's machine has a recent JVM installed, everything is fine. They just double-click the JNLP file I send them and Java Web Start does the rest.
Now I would like to distribute something that works with or without a JVM, e.g. a .exe file that auto-downloads a compatible JVM if none is present, then invokes javaws.exe to download the .jar files and launch the application.
Launch4J is the closest match I have found, but it cannot launch a program through javaws.exe. The only options are java and javaw
I would like a product that can:
Generate a self-contained .exe file that does not require a JVM to be pre-installed
Parse the .jnlp file and determine the correct JVM to download if necessary (I know Java Web Start can download a JVM if necessary, but I want to avoid having to download two, the first to bootstrap Java Web Start and the second to run the application which may require a specific but different JVM.)
Download and install the JVM automatically, not simply direct the user to a Java download page or open a new installation wizard.
Prompt for an admin password if necessary (for permissions to install the JVM. I don't think this is built into the Sun JVM installers.)
Show only one security dialog (I would like to prompt the user just once, to confirm they trust the generated .exe, but I do not want a second prompt to confirm they trust the .jar file which will be from the same source and signed with the same certificate.) I assume this will require the auto-downloader to install the certificate before launching JWS.)
(not essential) Download application resources (e.g. .jar files) in the background simultaneously with the JVM. This would require the cache to be running before the JVM is installed, so the cache would have to be implemented in native code and the DownloadService would later interface to it using JNI.
Does a product like this exist? I suspect it does not but It's worth a shot.
Update I found this article which has solutions to some related problems, though it is designed for offline installation and I am mostly concerned with online installation.

I have been able to do this & use it in production.
write a simple bootstrap class, jar it, and Launch4j the jar.
here's the main for the simple bootstrap class:
public static void main(String[] args) {
try {
final File jnlp = File.createTempFile("temp", ".jnlp");
final URL url = new URL("http://yourjnlp-wherever-youre-hostingit.jnlp");
yourCopyStreamMethodYouWrote(url.openStream(),new FileOutputStream(jnlp));
Desktop.getDesktop().open(jnlp);
} catch (final Throwable t) {
// do something useful here
}
}

You can also consider compiling your project with Excelsior JET. Apart from everything else it also creates a self-sufficient distribution of reasonable size.

I've run into the same problem. I ended up with a BAT, a Shell and eventual a DMG for Macs.
I found this comment on automaded JRE installation for Windows using Nullsoft installer:
http://nsis.sourceforge.net/Java_Launcher_with_automatic_JRE_installation
I think outside JNLP you will find hard to get automation for all platforms. However on my project, up for two year, I haven't seen complains about users having to get java by themselves. I believe most machines will have it already. Windows user complained about not having a shortcut, but that is easy to do using vbs.
Also on the Mac DMG AppBundle, their is way to specify the JRE. Mac will have the lastest version, unless the are older PowerPC based machines. In that case no Java6.
Of you end up with several launcher, I would recommend an automated update strategy.

Another approach might be also distributing a Sun JRE with a .BAT-file invoking it with the /S switch, which cause a silent install.
I have not seen anything else allowing for a completely silent Java install combined with invoking javaws.

Ok i get what you are trying to do but why don't you want use javaws? Launch4J looks like a good option as alternate to having java installed, as it will allow seamless usage of the jar file.
javaws is more or less uses java.exe with security permissions and some launch options. But the security permissions can be disabled if you use a certificate that the user trusts.
Also i am unsure when javaws was introduced but i am sure it was available in java 1.5 which i near EOL. So unless your user has not had a java installed for many years i doubt getting them to launch jnlp would be a problem. Even if they are running an older version you can add a required version of java to the jnlp and this will be automatically downloaded for that application only.

Though not free for non-commercial use, Install4j offers a native installer system for Java applications. JRE bundling is supported. I am not sure it can parse JNLP automatically, but it may be something worth checking out.
As an sample use case, the Java-based Integrated Genome Browser gets distributed with an installer generated by this tool. See its install4j configuration file.

How do I properly repackage the JRE installer in my installer?

I've got a Java application that I'm writing an installer for. We're using the AdvancedInstaller program to create our installer (well, we're evaluating it currently, but will definitely purchase a license soon), and although it has special support for Java applications, it is geared more towards repackaging them as desktop-type apps, and our software is a series of Java services and other utilities which doesn't make sense to distribute in EXE-wrappers. The target audience for this software is very specific, and we know that our software will probably be automatically distributed on freshly-imaged Windows 2003 Server machines. So requiring Java as a prerequisite basically makes more work for some poor sysadmin, and I'd rather avoid that if at all possible by repackaging the JRE's installer inside of our own.
I discovered that if I tried to execute the JRE's installer as a pre-install step from my MSI, it complains that another installer is already running (mine, of course), so it bails out. When I try to add the JRE installer as a software prerequisite in the AdvancedInstaller project (as a bundled EXE, not a URL link), it never seems to actually get installed, despite me trying to force-install it.
What's the best way to repackage the JRE? I'm not really a Java guy, so I don't know too much about how other developers deal with this same problem, short of requiring their users to hunt out and install the JRE on their own. The ideal solution here would be for us to find a EXE installer which can be executed from inside of another MSI installer, or if it's possible, to just package all of the files inside of the JRE and then create the appropriate registry and environment variables. How should I go about doing this?

I have not idea if this is "the way" to do it, but confronted with a somewhat similar problem, we simply archive an installed JRE with the rest of our application files and make sure that all our start scripts don't use java ..., but rather ..\..\jre\bin\java ... or similar. The JRE is unpackaged as part of our installation process in a subdirectory of where we install and that's that.

I agree with bdumitriu's answer:
a simple zip of a jre is enough, unless you want to link that jre to:
default java (meaning you must add java.exe of the unzipped jre to the path, before any other java path references)
default java for some script (you could define JAVA_HOME as referencing your new unzipped jre, but that may have side effects on other script also using JAVA_HOME before that new JRE)
file associations like .jnlp or .jar files (this requires some registry modifications)
browser java plugin registration (which requires also registry modifications)
If the last two points do not interest you on the desktop concerned by this deplyment, a simple zip is enough.

http://www.syswow64.co.uk/2013/05/java-7-update-21-1721-enterprise.html
The issue on many blogs and articles is around creating the 'deployment.config' and 'deployment.properties' files for an enterprise deployment. In my case i wanted to set the security level to 'Medium', but everytime I open the Java control panel it was set to the default HIGH setting.