Once you have the JVM installed it is very forgiving about where anything else goes - as long as you give it the correct path to the stuff.
I use JRuby - which runs on the JVM - regularly to interface with my Arduinos. When I create a new project I just have a directory called /lib within my project and I put the Rxtx files in there. That means I can make a copy of the project and all the dependencies go with it automatically.
I'm using Ubuntu and I have a short shell script
in the project directory. When I double-click that it opens a terminal at the project directory with the necessary paths set.
I've done as little Java programming as I could get away with but as far as I know this technique is standard Java.
I did some experimenting about 12 months ago and I believe the same technique works on Windows, though you would use a .bat file in place of the shell script.