How can I convert a JAR file to an EXE file?
See this link: Java to Exe. It also explains what valid reasons are to do this, and when you should not.
You can't really encrypt binaries as the machine has to understand them. That said, an optimized executable is very difficult to decompile, while plain class files are ease.
If you have an exe there are installers enough.
Build to executable jar
Take a look at jpackage, a new standard tool in Java 14 for packaging self-contained Java applications. It looks like this is exactly what you need.
Command to build (roughly):
jpackage --name <name here> --input lib --main-jar NameJar.jar --main-class <main class here> --type app-image
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