I have written a java program that is actually works as a gui to an existing command line program.
so in basic all my program does is Runtime.getRuntime().exec(\"mypro
You can simply jar it up as an extra resource (like a .css, .properties etc.).
When your Java program runs, extract the .exe using Class.getResourceAsStream() and write it to a temporary directory in order to run it from there (since you can't run it directly from the .jar file).