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Where is the right way that should you put your resources (i.e Images and Sound files) when trying to create a JAR file?

I am using Intellij IDEA and whenever I build a JAR artifact it places itself on the productions folder. When I try to run the JAR file some custom defined functions (i.e. setting Icons on Components and adding sounds) are missing, while running it on the Intellij's IDEA is functioning correctly. I know that it involves using getResourceAsStream method but is there some sort of right way to place external resources?
Additional questions I may add, where is the correct destination for placing the META-INF folder? Should I make a resource folder for all my external files?

This is for Eclipse users, I believe the same thing can be accomplished in other IDE's relatively easily.
Create a resources folder
Put your non-code files in it
Use as "Source Folder"
After creating the JAR, the contents of "resources" will be packed in the JAR.

Reading and writing files within Jar

I have finally completed a program in Java and I have to upload it.
The problem is that I have to upload also the executable .jar file and not only the eclipse project.
The main functionality of my program consists by reading and writing .xml files (for example one file is used to read and add new users), and the files in the project folder are so located:
-Project Name
src
default package
main and all other classes
file1.xml
file2.xml
So the two .xml files are in the root of the project.
My question is: It is better to save the .xml files in the JAR and then writing and reading them from the executable program or it is better to store them in a folder outside the .JAR and reading and writing them as externally files?
It is a good practice to create a folder like that?:
-ProjectName
file1.xml
file2.xml
project.jar
I read in Stackoverflow a lot of people having my same issue and a lot of people doesnt know how to manage this problem properly.
Thank you in advance for the reply :)

Changing files in JAR-files can have all sorts of problems. That starts with simple things such as what should happen when you want to update your program to the newest version? Usually you'd just swap the jar, but then you loose everything you edited so far. You'd need a process to update inside the jar.
Other problems include that for changing the jar file you need to open it, possibly realign contents and rewrite the index which could conflict with the JVM that is reading the jar at the same time causing odd behaviour. On some systems (windows...) the Jar file might even be locked while the application is running and thus you cannot write to it at all.
I'd suggest that you add "default files" (in case that your files are initially not just empty) to you Jar file that represent the initial state. If the application is started you check if the XML files exist in the some normal writable directory and if they don't just copy the default files to that directory. This allows you to deploy still just a single jar file, but once started the appropriate files will be created.

You may read a XML file located inside the executable Jar but it is not possible to update (write) a XML file located inside that executable Jar file. So the best option would be:-
-ProjectName
file1.xml
file2.xml
project.jar

The jar should be kept read-only, the XML "files" inside the jar should be read using getResource[AsStream] (class path). You can use those resources as templates to create a copy in the user's (or application's) directory/sub-directory. For the user's directory:
System.getProperty("user.home")

How to package a jar file along with reference files?

Using eclipse, exporting a runnable jar file is pretty simple when I'm only using the application on my computer. Any files that the program is using (sprite sheets, audio tracks, etc.) only exist on my computer, so sending solely the jar to another machine won't work.
What is the easiest way to package a jar along with all the necessary files so that I could run the program on any machine?

I see from your tags that you are working in Eclipse. I am not sure if this method will work in other IDEs and I don't think it'll work at all if you're doing everything manually (it relies on the compiler automatically copying resources over to the bin folder.
The simplest way (at least what I use) is to define another sourcefolder (I like res).
Then you can just add packages to this source folder and dump the relevant images. Then rebuild your project.
Finally, you can use getClass().getResourceAsStream("package/path/file_name.whatever"); to get your files.
After an export as jar, it should work, even on other machines.

If you don't require the other files to be actual files on the file system (which means you can't use File, FileInputStream, etc) then you can use the resource system. If you put them inside the JAR, you can access them like this:
InputStream fileStream = SomeClassInYourJarFile.class
.getResourceAsStream("/path/to/file.png");
This example would give you an InputStream reading from the /path/to/file.png entry in your JAR file - that is, the "file.png" file inside a folder "to" inside a folder "path".
This does not require the files to be in a JAR file - it can load them from wherever your .class files are stored, JAR or not. If you put them in your source folder, Eclipse will automatically copy them to that place - so the above line would also work if you had a package path.to containing a file called file.png.

Netbeans Clean & build classes

When I clean and build a project in NetBeans, the .jar file appears in the dist folder, like it's supposed to. But what if I have multiple files under the project? What happens to those files? E.g. I have a Game project, and under it are the different characters(knight, rogue, etc.) but I only see a game.jar file when I clean and build, I want to know what happens to the individual files. Thanks

Those files should be in the jar file as compiled .class files. It's easy to double check what's in the jar file since it's in zip format. You can use a program like 7-Zip to open it, or rename it to the zip extension (e.g. from mygame.jar to mygame.zip) and whatever OS you're using probably has some way to open it.
When you open or extract the jar file you'll find the compiled class files in a directory structure that reflects your package structure. For example, if you have Knight.java in the directory src/game/characters/Knight.java in the jar file you'll find something like classes/game/characters/Knight.class.
The name "jar" is an abbreviation of "Java archive". It stores all the classes and other resources (for example, images) in a project.

The classes you have defined in .java files will be compiled into .class files - these are contained in the .jar file.

All resources get compiled into the JAR file. If you want a separate JAR for the resources, you'll need to split the project into two maven projects: one jar for the code, one for the resources. You can then create a third project that would generate a distribution.
That's a lot of work, though. It's.a lot easier tO keep everything in one JAR unless you have explicit dynamic loading requirements.

Import classes In Java

I can't manage to plug in an external resources that I need to use in my code in java using Eclipse.
perhaps someone will know what seems to be the problem.
I have a zip file, I'm clicking on the project than press "Build path"--> External Archives
and choose my file, than In the head of the code I write "import.....".
It says that the "The import cannot be resolved".
Is this the right way to plug in external classes?
Thanks

A Zip File is an unusual means of distributing Java Classes (it's possible, but unusual). My guess is that your Zip file contains the JARs you need, so you'd have to unpack the zip file first.

Open the .zip file first and if it contains the necessary .jar files then extract them and add them to your project.
It might also be possible that while downloading the .jar file it must have been saved as .zip
To check this open the zip file and see if it contains a META-INF directory with a MANIFEST.MF file within it.
In such a case rename the .zip extension of the file to .jar and add it to your project