The jar file is packed in a ZIP file. This allows you to safely download it.
Safenotes is a Java application. Java must therefore be installed. You can start the application by double-clicking on the (unpacked) jar file. From the command line you can start it as follows:
java -jar safenotes.jar
If you have used 256 bits AES encryption on the export file, you must first install the “unlimited strength policy” files from Oracle. For Java 8 they can be downloaded here: http://www.oracle.com/technetwork/java/javase/downloads/jce8-download-2133166.html
This has to do with American export rules for strong encryption.