Copy the JAR file to the folder called Other or to a created sub-directory thereof, using USB cable or Bluetooth.
Use the file transfer software that came on the CD supplied with the phone.

It doesn't matter whether you copy it to phone memory or to the External Memory Card. In the latter, the Other folder may not yet exist, but gets made the first time you move or copy a file from Phone memory to External memory. In File manager, the external memory card directory looks like
drive:\MSSEMC\Media files\Other
where drive is the drive letter assigned by your Windows PC

For the EMC in my K750i,I have made a separate folder for each language of Go Bible applications, thus.
F:\MSSEMC\Media files\other\Go Bible\English
F:\MSSEMC\Media files\other\Go Bible\French
F:\MSSEMC\Media files\other\Go Bible\German
etc (all on the external memory card)
with the JAR files copied as appropriate. This means I can re-install any of them when I wish.

SE user manuals seem somewhat reticient to spell this out explicitly. They "could do better"!

SE phones don't need to use the JAD file, unless you are installing an application or game OTA ("over the air" from WAP download).