The downloaded UBER jar runs out of box with java -jar command. Yes, there's no dependency, installation, user configuration, file structure, permission or log directory to setup.
Just Download And Run java -jar jmxterm-##-uber.jar without any option opens an interactive command line console where commands are self-explained. You will never get lost.
Once you are in the console, help command shows all availble commands and help with command name or command with -h option shows the usage of each command. For example
jmxterm can do much more than this. Check out user manual for more complicated usage.