JAR files

Place it in %JAVA_HOME%/jre/lib/ext

You may place it anywhere you like, and
include it when you execute a program.
java -classpath $CLASSPATH:/usr/yourhome/java/MyJar.jar WhatEver
If you want to have it included automatically,
however, you should put it in the directory
/path/to/java/jre/lib
then it should be located automatically.

oops: /path/to/java/jre/lib/ext  

Place it where you want just make sure it is explicit mentioned in your CLASSPATH.