Java is well integrated in a portable way into the applet world.
A document containing an applet, by design, can be viewed by
any browser on any plaform.

Building a well-integrated Java application (not applet) is another
matter. Without getting in to writing lots of platform specific
runes, it is not possible to make a Java application look part of
the native platform.

"It would be nice" if there was a standard Java tool in the JDK to
do standard sort of set up on any platform.

The tool would do "whatever necessary" on each platform to
install the Java application. For example, it would put a
nominated icon on the desk top, so that double clicking it starts the
application, and it would set up standard file associations
so that double clicking on a file of a given type started a specified Java class.

The implementation of the tool on each platform ought to be fairly simple
albeit regrettably platform specific. However, the presence of the tool
would make it SIGNIFICANTLY easier to install a Java application onto
a given platform so that it looks as if it belongs there. Without the tool,
we have to tell people ... go to a command line and type
java javasoft.sqe.harness.Main <<args>>
etc