I created project using jsp pages in netbeans.And we are running index page file by starting netbeans.But it should be handled by end user easily like by shorcut on desktop(icon).so in which format it should be given to end user.Means when we are creating project in java then that project given to end user in .exe format like that in what format it should be given to end user when the project is in jsp.

first of all, since you are talking about jsp, I assume you're working with Java. you should never create .exe files from Java (unless it's one of the requirements your client sets up and you are 100% sure that it will never (EVER) be used on any other OS than Windows).

a webapp, however (in your case probably jsp & servlets) is a different case. a webapp is not something you put on your harddrive, double-click and run it. the most logical way is: package it in a .war file, deploy that .war file on the server that is intended to run the application and simply send the url to your client.

they can easily create a shortcut with that url as path to the application, and that way you can get what you want.