Hey everyone,
Can we create a java file that runs without the JVM? I have googled the topic and found out about excelsior Jet that is meant to convert the java code into native one so that it won't require a JVM. Is it true and should I download the software? Or is there any other way of doing so?

Short answer: there are some hacks out there that try to avoid you needing a JVM - usually by packaging a version of a JVM and all the Java API classes into an executable with your classes. In general they don't work well, they prevent essential automatic security updates, and destroy Java's cross-platform flexibility. Personally I would advise against them. Just install the default JVM for whatever operating system you are using.

why would you? installing the jre (if it's not installed by default, that is) is simple and it's free of cost.
another way of doing so, would be: don't write your applications in a language that depend on a (J)VM to run it in.