This is a feature of JBuilder Professional and Enterprise.
The Archive Builder enables you to easily distribute your program to other users by bundling together a set of files and packages that constitute an image of an application or applet which can be run. You can create applet, application, J2EE application client, documentation, source, and Web Start applet or application JAR archive files, as well as applet ZIP files and RAR files. To open the Archive Builder, choose Wizards|Archive Builder.
For more information, see:
Building Applications with JBuilder: Deploying Java programs
Building Applications with JBuilder: Using the Archive Builder