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Diffrence between Java Custom JRE and Java Native Image

In addition to developing classic services on Spring Boot, I want to know Java with it environment better.
When I began to study portability, I came across such concepts as custom JRE (jlink, jmods) and native image (GraalVM, Liberica NIC).
As I understand :
Custom JRE for creating distribution folder with executable file. In folder only necessary dependencies. It arrived in Java 9
Native image for creating executable all in one JAR
Which of them should be used in which cases?

First of all, you should know what a JRE (Java runtime environment) is. Basically, it includes everything required to run Java applications that are already built. A JDK (Java Development Kit) is a superset of a JRE, adding the tools for developing Java applications.
With jlink, you can create JRE images. This means you are creating a Java installation that is capable of running your Java program. This can be done in a way so it only contains the necessary modules. jpackage allows you to create an installer for such a JRE.
On the other hand, a native image is a version of your code that's compiled and optimized for a specific target platform. Typically, it's a single executable file that runs your code. When creating a native image, it takes your application and converts (compiles) it to a platform specific executable (unlike jlink which creates a JRE that is able run your "normal" JAR).
Native-image does not generate a JAR but an ELF/EXE file which can be executed on your device without a Java installation while jlink just creates a (minimal) Java installation capable of running your application.
It should be noted that native-image comes with a few limitations. For example, remote class loading is not possible and if you use Reflection, you need to specify what to reflectively access at compile-time.

Create standalone executable from Java code for Windows, OSX and Linux all at once

i'm coding a project in Java and building it with gradle.
I need to keep it simple and compile it into standalone binaries for Windows, Mac and Linux.
Is there anything which can build all of this binaries or must i use a separate lib (like Launch4j for Windows executables) for every single binary?
I'd like to call a single "build-all-binarys"-like task in gradle and get a .exe, .app and .bin file out of it.
It would be nice to have the possibility to bundle a JRE into the binary as well.

Use the javapackager, added since Java 8 in the JDK.
It nicely creates a self contained executable - that's it bundles the JVM with every copy - of all standard operating systems with one call.
The javapackager is located in JAVA_HOME/bin/ directory.

Cannot compile jar for windows

I have coded a really nice application for me and my friends. I compiled it and created an executable jar. It works perfectly on my mac. However, when I shared the program with my friend who owns a windows computer, he couldn't open the file. I had similar problems with my other programs so this it's not about my code.

Java by it's nature should be OS independent.
with that said there's some pretty good reasons why you can't run a .jar file.
The system doesn't have Java installed.
The Jar file was compiled using an incompatible version compared to the system Java installation.
The jar file uses native libraries (JNI).
The jar file isn't a native executable.

How to make an exe file from Netbeans java project to run in all system which don't having JVM?

I have created one webcam application using netbeans IDE and java. then i converted that project into .exe file using launch4j software. that .exe file is running only on the systems in which java is installed. otherwise it shows an error JVM finding error class file is not available.
I want to make .exe file which will run in all type of systems.
tell me some suggestion. I am waiting

There's no such thing as a .exe which will run in all systems, if by that you mean running on Windows, Mac, Linux, et cetera. Java is only portable (without recompiling) because it has the JVM as a layer insulating it from the details of the machine and operating system.
It's possible to bundle the Java Runtime Environment (JRE) with your Java code and ship it that way; you'd build an installer the same way you do for other .exe programs. But you'd need a separate installer for each platform.
There are also compilers that produce native code (.exe files or their equivalent) from Java. Again, that means giving up portability and having a separate version for each platform... and trusting a compiler that probably hasn't been thru the Java compatibility certification. (Plus giving up hotspot optimization.)

You can't run a java application without JVM installed. That's for sure. Other than that ,do you have any questions?? :)

JAR file does not load class files from ext

I installed JDK 1.6 on my Linux system, the $JAVA _HOME directory is /usr/java/jdk1.6.0_07.
I built the path on Eclipse to $JAVA_HOME. It runs smoothly through Eclipse and loads all third party JAR files from /usr/java/jdk1.6.0_07/jre/lib/ext/, but when I export the JAR file and run it, it throws ClassNotFoundExecption.
Why?

Did you install Java properly? Here are some instruction for installing Java 7 or Java 6
Are you sure that the version of Java you are using is correct one since there can be several versions of java on linux? Try java -version on terminal where you run it to check.
Do you use any third party library? If so, did you specify the class path when you run the jar file or bundle them inside your jar file?

What does java -version return? Are you using the same JRE for execution?