When you compile in JCreator or whatever IDE you use, it runs the javac.exe program of the JDK.
When you execute a compiled Java program in JCreator, it runs the java.exe program of the JDK. 
Look in the bin folder  of the JDK folder to see these files.  something like:
  C:\Program Files (x86)\Java\jdk1.6.0_17\bin

Both javac and java can be run manually from the Windows command prompt:
1.
  Start | Run | cmd   starts a command prompt.
2.
  cd to your folder that your Java files are
3.
  You will have to give the full path to the javac program:
3a.
  to compile:
"C:\Program Files (x86)\Java\jdk1.6.0_17\bin\javac" HelloWorld.java
(note the quotation marks and the space)
(note that the path might have to be different depending on the version of the JDK)
3b.
  to execute:
java HelloWorld 
(note the lack of .class)


To avoid having to indicate the full path to these commands, modify the PATH
variable to include the bin folder:
 The PATH is a series of directories/folders separated by semi-colons (;).
 Microsoft Windows looks for commands/programs in the PATH directories in
 order, from left to right. 

 Windows 7: Start | right click Computer | Properties | Advanced system settings| Advanced tab |
              Environment Variables... button | in System Variables select Path | Edit button |
              in the tiny window, go to end, add ;C:\Program Files (x86)\Java\jdk1.6.0_17\bin
         (Note the leading ; semicolon) and change 17 to whatever your version is.
          click all the OKs.
 XP: something similar...


4.
Restart the command prompt for the new path to take effect.
5.  
cd to your source file folder, then:
javac HelloWorld.java
java HelloWorld