You need standard Java Virtual Machine v.1.4 to make the application works. You can download it here.

Once the JRE is installed, you should be able to launch the application, by double-clicking on the jar file ofthe application.

Java is not always well integrated to the système, which means that the above mentioned double-click doesn't work. One solution to that and which works on all systems is to open a terminal, go to the folder where jar fike is located and type java -jar ./HyperlinkExtractor.jar

Under Windows, you can launch the jar file with javaw.exe application, installed by default with java.
Unfortunately, this might be a bit complicated.
I've found a free application called jsmooth and which allows creating an executing file for Windows that I hope I can use someday. But having not Windows OS at home, I will need to get to access some Windows-based computer to create that file.