To do that, you'll have to either be in the same directory as FreeSpaceOpenInstaller.jar or specify the directory manually.
i.e.,
C:\Users\Userxyz>cd Downloads
C:\Users\Userxyz\Downloads>java -jar FreeSpaceOpenInstaller.jar
or
C:\Users\Userxyz>cd "\Personal Folders\Downloads"
C:\Personal Folders\Downloads>java -jar FreeSpaceOpenInstaller.jar
C:\Users\Userxyz>D:
D:\>cd "\Personal Folders\Downloads"
D:\Personal Folders\Downloads>java -jar FreeSpaceOpenInstaller.jar
or
C:\Users\Userxyz>java -jar "\Personal Folders\Downloads\FreeSpaceOpenInstaller.jar"
or
C:\Users\Userxyz>java -jar "D:\Personal Folders\Downloads\FreeSpaceOpenInstaller.jar"
As you can see, the current folder is listed on the left, and you must use quotation marks if there is a space included in the specified path. Hope that helps if you are a command prompt newbie.
It looks as if some sort of archive utility is associated with your .jar files instead of java, hence why you have to use the command prompt (or perhaps a re-install / update of java will fix that).