Java SE (Java Platform, Standard Edition)

I have created a Java desktop application whose GUI is built in swing and this application uses mysql database to store/access data. on my desktop if my mysql service is not running and i try to run a program then i get an error that "cannot connect to database".

Now my question is that, if I want to distribute this application to other people then how they will be able to run my application because not everyone has a MySql server and Java installed in their computer.

I have added the jar file of the mysql jdbc connector, but still i get an error if my mysql service is not running. Also when I double click the Jar file of my program (which is located at project/dist/program.jar) I dont see any output, but when I run my program from netbeans then everything works fine.

Thanks for help !