OK, I found the answer in another thread. There were two issues:
1) I had to rename the downloaded file from .zip to .jar . . . Thank you
2) If you copy the java command from a web page and paste it into your command window, the dash is changed to an emdash, as per thread number 4911290
... you have copied the command from some web page, where the dash before jar 
was converted somehow into an em-dash (–), which often happens with wysiwyg editors trying to “help”. That em-dash would be a problem, as Java doesn’t recognize it like a dash.
Once I changed the dash, it worked.