Will Java 2 work with mac OS 9.1? If so, can I download Phex and have it work??

Now Here's the really, really, REALLY stupid question!!: I know that I do not have Java2 or OSX but why when I download phex does it NOT give me a program?? It gives me four objects that have .jar at the end of the names.

Please keep all "this guy is an idiot" comments to yourself as I already know and you don't have to tell me. : )