Java Web Start is included in the Java Runtime Environment (JRE) since release of Java 5.0. This means that when you install Java, you get Java Web Start installed automatically. The Java Web Start software is launched automatically, when a Java application using Java Web Start technology is downloaded for the first time. The Java Web Start software caches (stores) the entire application locally on your computer. Thus, any subsequent launches are almost instantaneous as all the required resources are already available locally. Every time you start the application, the Java Web Start software component checks the application's website to see if a new version is available, and if so, automatically downloads and launches it.
Click on a link from a web page.
If you use an application frequently, you can create a shortcut on your desktop or in the Start Menu. Java Web Start may ask if you would like to create shortcuts or an entry in the Start Menu. If you reply Yes, all future launches of the application can start without a browser.
Java Web Start also provides an Application Cache Viewer which you can launch from the Java Control Panel. The Cache viewer enables you to directly launch applications that you have downloaded.
You can also launch an application from a command prompt by typing
javaws jnlp_url where jnlp_url is a url to the jnlp file of the application.