Since pulkit summed it up nicely I'll just answer your questions one by one instead...
API = Application Programming Interface: A feature built in to an OS providing programms with a way to send instructions to hardware indirectly(= to OS which then uses drivers to pass the instruction on to the hardware). It is very useful as you don't need to know the hardware on which your software will be running on.
JRE = Java Runtime Enviroment: Allowes to run Java applications on an OS by becoming a 2nd middleman(API) in software <-> hardware communication, it is deployed between a Java application and an OS' API.
Java app <-> JRE <-> API <-> Hardware.
1. You can convert jar files into exe files using software like J2Exe, it's no big deal really but keep in mind that you can only run exe's on Windows based platforms. See # 3
2. If I understood your question correctly then yes it is because java based software can be run* instantly on multiple platforms, and the language has a similar syntax to that of C++, it seems to be a better "investment" to learn java first.
* JRE required
3. The main difference is probably that jar files do not rely directly on the OS but rather on a JRE which is kind of an API on top of an API. Java programs don't make any calls directly to the OS API but to the run-time enviroment instead which then translates the calls to ones that the current OS' API understands. On the other hand software written in C++ can only run on one platform as it makes calls to the operating systems API. If you want your program to run on another platform you have to modify the code to fit that platforms API.
This means that while Java apps can be run on multiple platforms with no modifications a C++ app will run much faster (the differance in speed will only be noticed with demanding software).
I might be a little off track here but that's how I understand the system.
4. Rather easy. As mentioned befor Java and C++ have a similar syntax and of all the OOP languages I know, they all use pretty much the same stuff, like pointers and arrays, so...
Hope this helps...
