Kann man Java auch kompilieren als EXE?

A real .exe becomes difficult.

You’d have to put the Java VM in, be independent. This is legally problematic and simply doof.

So I would do it:

Take some programming language that can generate slender .exe that does not need any other runtime environments (e.g. C) again and thus implement this logic:

//Pseudocode!
void runProgram() {
	String javaPath = findCompatibleJavaInMyDirectory();
	if (javaPath == null) {
		javaPath = findCompatibleJavaInSystem();
	}
	if (javaPath == null) {
		runJavaInstallationGuide((result) -> {
			if (result.isSuccessful()) {
				runProgram();
			}
		});
		return;
	}
	if (!runCommand(javaPath + " -jar blablubb.jar")) {
      new ErrorMessageBox("Programm konnte nicht gestartet werden").display();
  }
}

Compile and add to your program.

The same for Linux and MacOS

Now your program has an OS-native start file that can link your installation routine to.

If the user starts and Java is missing, he must runJavaInstallationGuide. If you think that’s user-friendly, he’ll get it.