You can see that it's a jar from the screenshot you sent.
If it's not an option then it was not correctly or fully installed to your computer. Download from here for windows: https://javadl.oracle.com/webapps/download/AutoDL?BundleId=246474_2dee051a5d0647d5be72a7c0abff270e, follow the instructions until the installer is done, and then restart the PC.
You can also attempt to run Java through CMD. Open command prompt and then use the command java -jar followed by the file (drag the file in).