Java question

Hello, I wanna get into programming and I just downloaded java. I am studing a tutorial and the first lesson made me run a program from my "command" directory on my pc. So my question is, is this how you always open java? What if I want my users to download my program and just double click to use it? Am I studing wrong type of programming language?

Java is a truly bad language, the scourge of god, try Scheme instead. Start by reading https://mitpress.mit.edu/sicp/

You need you compile it to an apk and upload it to the Google Play Store in order to just click on it.