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Java applications themselves are usually packed in Java Archive (JAR) files. If one
has a Java system platform installed on the OS, the default action is to execute
the JAR file. Otherwise, one can open the JAR file in a archive manager that can
handle the .zip extension and view or modify the source code and assets from there.
This is a common way to add mods and hacks to Minecraft, a well known Java
application.
As a bit of historical info, originally it was called Oak after a tree in front of
the main developers office. Then it went to Green as it was the project's codename
before finally settling on Java after the coffee type (insert joke about how much
software developers need their coffee).
The Java Software Platform influenced Microsoft to create the Common Language
Infrastructure. Microsoft's implementation of it, known as the .NET Framework, uses
several programming languages that are compiled into an intermediate form before
another program executes the program for the target system.
The Java language itself is also the main language for Android application
development. However, Android does not use the Java Virtual Machine to execute the
code. Rather Google developed its own platform called Davlik, and later Android Run
Time, to run the code. This got Google in hot water with Oracle when Oracle
acquired Sun as the first thing Oracle did was file a lawsuit against Google. Also,
the usage of Java language but not the virtual machine has caused confusion with
some technology geeks thinking Google is dumb for using a system that's known for
its security vulnerabilities (only the JVM has issues, the language itself does
not).