You should be able to simply double-click on the robocode-1.9.x.x-setup.jar file in order to start installing it running on Java on Windows, if Java is installed correctly.
You can check if java is installed and see the version by writing this in a command prompt:
java -version
This should provide you with the Java version and vendor etc.
You also need to make sure that the 'java' command is available from the PATH environment variable. Typically the PATH must include the full absolute file path to the bin directory of your Java installation containing various command-line tools for java like e.g. java.exe.
On my system PATH includes this path:
...;C:\Program Files\Eclipse Adoptium\jdk-11.0.13.8-hotspot\bin;...
And you might also need to ensure that the JAVA_HOME path is set to the root path of the Java installation. You can check JAVA_HOME from the command prompt by writing this command:
echo %JAVA_HOME%
E.g. on my system, it writes:
C:\Program Files\Eclipse Adoptium\jdk-11.0.13.8-hotspot
If Robocode won't start by double-clicking on the jar archive, you can install it from the command prompt like this:
java -jar robocode-1.9.4.4-setup.jar