You'd essentially be asking the OS to run an application inside of a ZIP file. I'm not aware of any way to do that without extracting it first. Even if it were a Java application, you'd need to invoke the java executable, since it knows how to parse the JAR file and access classes and resources within it.
The only fairly easy workaround I can think of would be to extract the contents of the JAR to a temporary folder and run the program from there. This can be done programmatically using the classes in java.util.zip.