Summarize this article:

The file manager lets you access files that are saved on the portable device. You should see the JAR files saved within the folder. Your mobile instrument should start to run the Java game so you can begin playing.

Summary:
Turn on your mobile device and wait for the main screen to appear. Go to the file manager (the location varies depending on which device you are using). Open the folder titled "Java" that you had created earlier. Install Java games by selecting the JAR file for the game that you want to play.