Hmmm, neither an app.exe (for Windows) or app.sh (for Linux) are Java apps.
They may contain activation code for a Java app.
For OpenVMS (just like any other platform) you activate a Java app by invoking the runtime system for example with a command like -
$ JAVAC -CLASSPATH <...stuff.jar...> javasscriptsource.JAVA
or
$ JAR
Now for longer, more complex command lines you may well capture those in a helper DCL script which would typically be a ".COM" file.
Hmmm, neither an app.exe (for Windows) or app.sh (for Linux) are Java apps. They may contain activation code for a Java app. For OpenVMS (just like any other platform) you activate a Java app by invoking the runtime system for example with a command like - $ JAVAC -CLASSPATH <...stuff.jar...> javasscriptsource.JAVA or $ JAR
Now for longer, more complex command lines you may well capture those in a helper DCL script which would typically be a ".COM" file.
Please Google "Java on OpenVMS" for some hints and a pointer to a useful book: https://www.theminimumyouneedtoknow.com/java_book.html