About the Java Runtime Environment

Hi there !
Okay, I'll make this simple. How would you launch a Java software with no RE ? :persecutioncomplex:
An example: I think we all know Minecraft. Well, I don't know if you noticed (or maybe it seems incredibly normal to you), but the game will launch on any computer (Win7,8 indeed), no matter if there's a JRE installed or not. So, on one of my friend's computer, Minecraft plays all right, but when he is trying to open my softwares, the Java Virtual Machine exception opens (as if he didn't have any JRE, which he certainly doesn't have). So, my question is the following: how can you do that? My guess is that the secret is in the .exe (instead of the usual .jar) which launches a RE used only by MC. Am I right? ???
I'd like to launch any software on any machine no regards on the RE. ;D
Thanks a lot!
    J0