Oracle has Java Development Kits (JDKs) that are the runtime environment's that make running a Java app possible.
.Jar files are not standalone applications. They require a Java runtime environment to interpret the embedded code to display the app.
In Catalina, Apple completely dropped Java.
There is no java launcher app that does the work necessary to find the java runtime and tell it to run and open the .jar file.
You have to run the specific java runtime and tell it to open the .jar file.
The java app that runs the .jar file is usually in its own "home" folder that is likely in /Library/Java/JavaVirtualMachines/<java version folder>/bin
So, you have to tell that version of the java app to open the .jar file from the command line using the full path to the java app with the -jar option and the path to the .jar file.
The most recent Oracle Open JDKs are here: https://jdk.java.net
I don't know if your .jar file will work with one of those releases. You would have to ask whoever created it what version of Java you need.