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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.

I make my executable jar in exe format,but i want to add jre with this

I make my executable jar in exe format, but I want to add JRE with this because if JRE is not present in their machine, they can use it with this included JRE.
But I do not want to install this JRE in their machine. This JRE is only used by this application only. It will just like game or other application. I use launch4j to make jar to exe but i did not find any option from where it can attach JRE and it has no option from where I can link my jar dynamically.
How do I achieve that?
If there is other free installer then mention it, and please give the procedure with example.

Since it has been established that your app. has a GUI, I will suggest Java Web Start as the answer.
But I do not want to install this JRE in their machine.
That is not a sensible requirement. The user might already have a usable JRE installed, if they don't they probably also don't want every Java based application to be installing its own 'private' JRE.
Oracle's deployJava.js can do the checking, and help guide the user through the steps of installing (which basically comes down to click 'OK' when prompted).
I make my executable jar in exe format,..
If you only intend to support Windows, what is the attraction of coding in Java? JWS supports any platform for which Java is available. That brings a lot more potential customers for the app.
I want to use free installer.
JWS is entirely free. Just like the JRE.
..please give the procedure with example.
Do you run an IDE? If not, do you otherwise have Ant installed? If that is a yes to either one, check out my small JNLP API examples. Each comes with complete source and a build file (an Ant build.xml).
Within a couple of keystrokes & a few moments, you can see the app. installed and launched on your desktop. For the end user, it is even simpler. Just click a link in a web page, and it all happens automatically (possibly with a security prompt - for the protection of the user).

I like JSmooth. You can give it a try here:
http://jsmooth.sourceforge.net/features.php
Flexible automatic Java VM detection
Detects the location of any Sun JVM installed. The wrappers use
several strategies to detect all the JVM available on a computer,
using windows registry, environment variables, windows path.
Detects
and uses Microsoft's JView (for 1.0 and 1.1 Java applications), if
available.
The JVM search sequence is fully customizable using the
GUI. You can force the executable to search in the path first, and in
the registry last, or in JAVA_HOME first. We have all the flavours!
Sometimes it's more convenient to bundle a JRE with your application.
JSmooth can deal with that too, you just need to define in which
folder the JRE is expected. It falls back nicely to a standard JVM
search if the JRE is not where it should be.
Specify which versions of
the JVM are compatible with your software. You can set a minimum
version, but also a maximum JVM version.
Documentation: http://jsmooth.sourceforge.net/docs/jsmooth-doc.html

Take a look at launch4j.
I had to use it, and it worked out very well.
You can set a minimum version of a needed JRE, bundle a JRE, or if a JRE is not found (and not bundled) the launcher may lead the user to a download location of an appropriate JRE.
There are various further features launch4j offers, and as opposed to another suggestion here, launch4j is activly developed
http://launch4j.sourceforge.net/

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.

Java packaging tools - alternatives for jsmooth, launch4j, onejar

I have used these three open source tools for packaging my java apps, but they all look like abandon-ware now. All three are very good pieces of software. What are the options now? (or is using Java for desktop app development no longer a "hot" market for app developers to build & maintain these tools?).
1) exe wrapper:
jsmooth - no new development in 2.5 years - does not support 64 bit.
launch4j - no new development in over a year, supports 64 bit, but you can't sign the exe created by launch4j, so I prefer jsmooth, but it does not support 64 bit.
2) onejar:
It works, but there has been no new development or web site update in more than 2.5 years. So, just want to switch to something that's supported / have a backup plan if it suddenly breaks with a new build of Java.
Thanks
Edgar

Launch4j has just been updated ! http://launch4j.sourceforge.net/changelog.html

Did you check IzPack? This is a great piece of software to create cross-platform installers:
IzPack is an installers generator for the Java platform. It produces lightweight installers that can be run on any operating system where a Java virtual machine is available. Depending on the operating system, it can be launched by a double-click or a simple 'java -jar installer.jar' on a shell. The most common use is to distribute applications for the Java platform, but you can also use it for other kinds of projects. The main benefit of IzPack is that it provides a clean and unique way of distributing a project to users using different operating systems.
Some really famous companies and projects use it for many years (Sun Microsystems, JBoss/RedHat, the Scala language project, some ObjectWeb/OW2 projects, XWiki and many more). If it's good for them, it should be good for you :)

Since none of the answers were approved, and JavaFX 2.2 has not been mentioned above (was not available at the time of the answers) here goes:
JavaFX 2.2 (part of Java Runtime and SDK since 7u6) allows building native exe/dmg/rpm's that tag along the full RT component as well. I believe this is a valid answer to your need, as well as an officially supported solution from Oracle.
https://blogs.oracle.com/talkingjavadeployment/entry/native_packaging_for_javafx

Have you tried IzPack (http://izpack.org/)?

You can try
http://winrun4j.sourceforge.net/
Has an exe with 64bit support and is quite easy to configure with an ini file.

As I was fed up with recent security changes in Java Webstart, I created my own tool, JNDT. It's under GPL.
It goes farther than akauppi's suggestion because it allows to create GNU Linux packages even under Mac and Windows :) I use it to create Mac bundle under GNU Linux too. For the moment, it's just a single Ant library with a few dependencies that allows to create native self-contained application bundles for GNU Linux, Mac OS X and Windows. I use it for my first person shooter and I'm very happy with it. It bundles the JRE but it can use the system JRE if you want.
P.S: JNDT is able to create a native Windows installer as an executable with NSIS even under GNU Linux.
I understand that the GPL license discourages some developers to use my tool. In this case, rather use PackR.

Maven 2 provides the ability to create a jar which contains all the dependencies as part of its assembly plugin. This combined with the jar plugin configuration of the manifest file (and specifically setting Main-class to the Class with main) is all you need to do basic packaging.
To some extent Java web start is now considered the better way to distribute Java applications and Maven 2's assembly capability combined with web start gets you everything you need without going via the exe route.

If you just want an exe (instead of a full-blown installer) you can make one with NSIS:
http://nsis.sourceforge.net/Java_Launcher_with_automatic_JRE_installation
Yes, NSIS is an installer but you can have it just run a jar in the same directory by stripping out all of the installer stuff. Basically it works like launch4j but is a lot more configurable.

If you are using gradle, there is a plugin that uses launch4j (under the hood) and works great. It doesn't even require you to download or install launch4j, it is totally automated.
https://github.com/TheBoegl/gradle-launch4j

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.