How to install Java-based Chinese language learning program Hanzi Helper?

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I just tried all this but nothing is happening. These are the steps I have taken:

  1. I downloaded this file from Hanzi Helper's sourceforge page:

  2. I verfied the downloaded file through the terminal:

    hanzihelper2.png737×462 33.7 KB

  3. I typed these commands into the terminal:

    hanzihelper3.png737×462 26.2 KB

  4. After this nothing happened and I got this error message when right-clicking on the file and trying to Open With OpenJDK Jave 8 Runtime or Open With OpenJDK Jave 9 Runtime:

What am I doing wrong? What do the commands cd and chmod a+x mean?