What's the difference between running Jenkins using Java and using the windows installer version?

[Jenkins Johnny]

When I set up my Jenkins master using the windows installer version and attempt to connect to a slave machine using "Launch Jenkins via Java webstart", I can connect the slave server to the master fine with no issues.

However, I'm now required to launch the jenkins Master using "java -jar jenkins.war" so I can see the GUI interface being tested in realtime, but I cannot seem to create a connection to the slave machine this way (when I try to access the url on the slave machine, it says it cannot be displayed).

What differences does running Jenkins these ways make (apart from being able to see the GUI be tested in real time)? Do I need to approach setting up the slave connection differently now I am using the java program?