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Either java.lang.ClassNotFoundException or Could not find or load main class error

First time trying to run some Java code under Windows here, and I got:
D:\Tmp>java JDBC_SQLServer
Picked up _JAVA_OPTIONS: -Xmx512M
java.lang.ClassNotFoundException: com.microsoft.sqlserver.jdbc.SQLServerDriver
at java.net.URLClassLoader.findClass(Unknown Source)
at java.lang.ClassLoader.loadClass(Unknown Source)
at sun.misc.Launcher$AppClassLoader.loadClass(Unknown Source)
at java.lang.ClassLoader.loadClass(Unknown Source)
at java.lang.Class.forName0(Native Method)
at java.lang.Class.forName(Unknown Source)
at JDBC_SQLServer.main(JDBC_SQLServer.java:19)
I.e., java finds main but didn't find the lib. Now, --
D:\Tmp>java -classpath "C:\Program Files\Java\jdk1.8.0_162\lib" JDBC_SQLServer
Picked up _JAVA_OPTIONS: -Xmx512M
Error: Could not find or load main class JDBC_SQLServer
I.e., java finds the sqlserver.jdbc.SQLServerDriver lib but can't find main now.
The JDBC_SQLServer is just a hack from
https://learn.microsoft.com/en-us/sql/connect/jdbc/connection-url-sample
How to solve it? Thx.

The classpath needs to contain the current directory (in order to find your class and its main-method and the jar-file (not only a directory with jars in it), so a call could look like this:
D:\Tmp>java -cp "C:/mssql/lib/sqljdbc41.jar;." JDBC_SQLServer
You don't need to use backslashes for the paths and because backslashes are often parsed specially by the shell you use, I personally try to avoid them as much as possible.

NoClassDefFoundError using bluetooth in java

I asked a question earlier here: NoClassDefFoundError with bluecove's javax.microedition
but got no responses.
I am trying to run some java code (Server.java) that requires bluetooth, so I installed the bluecove-2.1.0.jar file in C:\Program Files\Java.
I compile my code with javac -cp "C:\Program Files\Java\bluecove-2.1.0.jar";. Server.java and run it with java Server -cp "C:\Program Files\Java\bluecove-2.1.0.jar"
It compiles successfully, but when I run it, I get the error:
Error: A JNI error has occurred, please check your installation and try again
Exception in thread "main" java.lang.NoClassDefFoundError: javax/microedition/io/Connection
at java.lang.Class.getDeclaredMethods0(Native Method)
at java.lang.Class.privateGetDeclaredMethods(Unknown Source)
at java.lang.Class.privateGetMethodRecursive(Unknown Source)
at java.lang.Class.getMethod0(Unknown Source)
at java.lang.Class.getMethod(Unknown Source)
at sun.launcher.LauncherHelper.validateMainClass(Unknown Source)
at sun.launcher.LauncherHelper.checkAndLoadMain(Unknown Source)
Caused by: java.lang.ClassNotFoundException: javax.microedition.io.Connection
at java.net.URLClassLoader.findClass(Unknown Source)
at java.lang.ClassLoader.loadClass(Unknown Source)
at sun.misc.Launcher$AppClassLoader.loadClass(Unknown Source)
at java.lang.ClassLoader.loadClass(Unknown Source)
... 7 more
Any ideas where i've gone wrong?
EDIT: Following Minus' answer, to fix the error that followed, I also needed to use a different .jar file which I downloaded from http://snapshot.bluecove.org/distribution/download/2.1.1-SNAPSHOT/2.1.1-SNAPSHOT.63/

The problem is that the .dll is not loaded correctly.
The library should contain a .dll that will be saved on disk and loaded, maybe the program cannot save the .dll to disk or cannot read it.
Extract the .dll and follow bluecove installation instructions on Native Library location.
For example:
Create a directory c:\blue, and a directory blue\lib.
Put the files like this:
C:\blue\Sever.java
C:\blue\Sever.class
C:\blue\[bluecove_native_library].dll
C:\blue\lib\bluecove-2.1.0.jar
Open a cmd (Command Prompt) on c:\blue
Try to run the app like this:
java -cp .;lib\bluecove-2.1.0.jar -Dbluecove.native.resource=false Server
This way you will have both Server.class and bluecove-2.1.0.jar in classpath and the DLL in path (since on Windows the current dir is in path).

Add a current folder to a classpath (.;) and make sure that your code is in a package-name folder.
So if your server has a package name :
mypackage
make sure that your class code is in a /mypackage directory
than go to a parent folder to /mypackage and call:
java -cp ".;C:\Program Files\Java\bluecove-2.1.0.jar" mypackage.Server

Problems exporting Jar using Weka

i've got a big problem exporting my project as a jar file (inside my project i use weka). I'm using Eclipse.
I've added in Java Build Path weka.jar and i've attached to it weka-src.jar, testing my classifier under eclipse everything works, so i've decided to create a jar (because i need that another program use it).
First of all i've created the manifest file:
Manifest-Version: 1.0
Rsrc-Class-Path: ./ weka.jar weka-src.jar
Class-Path: .
Rsrc-Main-Class: start.Home
Main-Class: start.Home
The main class of the program is Home (inside the package start), while weka.jar and weka-src.jar are inside the /src/ directory of the eclipse program.
When i try to execute the jar created i receive this output:
Error: A JNI error has occurred, please check your installation and try again
Exception in thread "main" java.lang.NoClassDefFoundError: weka/classifiers/Classifier
at java.lang.Class.getDeclaredMethods0(Native Method)
at java.lang.Class.privateGetDeclaredMethods(Unknown Source)
at java.lang.Class.privateGetMethodRecursive(Unknown Source)
at java.lang.Class.getMethod0(Unknown Source)
at java.lang.Class.getMethod(Unknown Source)
at sun.launcher.LauncherHelper.validateMainClass(Unknown Source)
at sun.launcher.LauncherHelper.checkAndLoadMain(Unknown Source)
Caused by: java.lang.ClassNotFoundException: weka.classifiers.Classifier
at java.net.URLClassLoader.findClass(Unknown Source)
at java.lang.ClassLoader.loadClass(Unknown Source)
at sun.misc.Launcher$AppClassLoader.loadClass(Unknown Source)
at java.lang.ClassLoader.loadClass(Unknown Source)
... 7 more
I think that the problem is the CLASSPATH so i've tried to solve it in this way:
I've created the Environment Variable CLASSPATH with this values:
C:\Users\tomma\Desktop\workspace Eclipse\AndroidPermissionsClassifier\src\weka.jar
C:\Users\tomma\Desktop\workspace Eclipse\AndroidPermissionsClassifier\src\weka-src.jar
but nothing changed, can someone help me please?

You are right: the classpath is the problem. Did you remove the items from the manifest classpath when you added them to the environment CLASSPATH? (Side note: place the source jar in the -sourcepath, not the classpath.)

How do I get started with JFreeChart?

I've never used any third party library before. What should I do after I downloaded jfreechart-1.0.14.tar.gz?
I don't know if I'm doing these things right:
1. Put the jcommon-1.0.17.jar and jfreechart-1.0.14.jar at the same directory as my source code.
2. Import needed class in the source code (e.g. import org.jfree.util.Rotation;)
Many articles tell you how to do this in IDEs. But instead of IDEs, I'm writing codes with vim and compile by myself. So, assume I didn't do any thing wrong, how should I compile the source code with javac and run the code with java?
Edit:
Here's my file layout:
./src
| - test.java
./lib
| - jcommon-1.0.17.jar
| - jfreechart-1.0.14.jar
I compile by
javac -cp "lib/*" -d classes/ src/test.java
then run by
java -cp classes:lib/jcommon-1.0.17.jar:jfreechart-1.0.14.jar test
However, some error occurs:
Exception in thread "main" java.lang.NoClassDefFoundError: org/jfree/data/general/PieDataset
How can I resolve this problem?
Exception in thread "main" java.lang.NoClassDefFoundError: org/jfree/data/general/PieDataset
at java.lang.Class.getDeclaredMethods0(Native Method)
at java.lang.Class.privateGetDeclaredMethods(Unknown Source)
at java.lang.Class.getMethod0(Unknown Source)
at java.lang.Class.getMethod(Unknown Source)
at sun.launcher.LauncherHelper.getMainMethod(Unknown Source)
at sun.launcher.LauncherHelper.checkAndLoadMain(Unknown Source)
Caused by: java.lang.ClassNotFoundException: org.jfree.data.general.PieDataset
at java.net.URLClassLoader$1.run(Unknown Source)
at java.net.URLClassLoader$1.run(Unknown Source)
at java.security.AccessController.doPrivileged(Native Method)
at java.net.URLClassLoader.findClass(Unknown Source)
at java.lang.ClassLoader.loadClass(Unknown Source)
at sun.misc.Launcher$AppClassLoader.loadClass(Unknown Source)
at java.lang.ClassLoader.loadClass(Unknown Source)
... 6 more

The libraries shouldn't be at the same place as the source code. If you don't want to use a build tool like Gradle yet, which would handle your library dependencies, then I suggest using the following layout:
project
src
.java files here, organized in a folder tree matching the package tree
classes
compiled .class files here
lib
.jar files here
To compile, go in the project directory and execute the following command:
javac -cp lib/jfreechart-1.0.14.jar:lib/jcommon-1.0.17.jar -d classes src/com/foo/bar/MyClass.java src/com/foo/bar/MyOtherClass.java
To run your app, execute the following command:
java -cp classes:lib/jfreechart-1.0.14.jar:lib/jcommon-1.0.17.jar com.foo.bar.MyClass

Additional jar files for java.exe -jar

I run the following command:
C:\Projects\java -cp ./dependency.jar -jar ./dist/main.jar
Exception in thread "main" java.lang.NoClassDefFoundError: MyException
Caused by: java.lang.ClassNotFoundException: MyException
at java.net.URLClassLoader$1.run(Unknown Source)
at java.security.AccessController.doPrivileged(Native Method)
at java.net.URLClassLoader.findClass(Unknown Source)
at java.lang.ClassLoader.loadClass(Unknown Source)
at sun.misc.Launcher$AppClassLoader.loadClass(Unknown Source)
at java.lang.ClassLoader.loadClass(Unknown Source)
Could not find the main class: Main. Program will exit.
MyException is inside dependency.jar. I also tried to replace -cp with -classpath. What do I do wrong?

The -cp options is ignored if you use -jar. If you need extra jar-files on the class-path, you should specify this in the Manifest of main.jar like this:
Class-Path: dependency.jar
(Then you can run your program using java -jar main.jar.)
Related questions:
When creating a jar file how do I retain the existing classpaths to other jar files?
Cannot find class even when jar file is in working directory
Jetty Classpath issues
problem related to MANIFEST.MF in jar

Have you tried specifying the class path in the windows environment variable CLASSPATH ?
specify your environment variable CLASSPATH and put the value of your JAVA_HOME\lib and (path to all your classes) and also include current directory by including (dot or period sign).