I have some additional info to share folks.
I run Windows 7.
You cannot place a ".jar" file on the "Task bar". It must be an executable type file to do this.
I set up a shortcut using the windows "cmd.exe" to invoke the ".jar" file. here is what I did.
I right clicked on the "WOFF UE_Mission_Editor.jar" and created a shortcut which I placed on my desktop.
I then right clicked on the shortcut and went into "properties".
I made changes to the following "Target:" field adding the text shown in red below:
Target: C:\Windows\System32\cmd.exe /c start
"G:\OBD Downloads\WOFF UE Version of Mission Editor\WOFF UE_Mission Editor\" "WOFF UE_Mission_Editor.jar"
Here is a pic of the properties I have set up for my WOFF UE MIssion Editor executable.
I also created a ".ico" file so I could have a nice icon on the executable and implemented it as shown in the pic above.
Next I dragged the new shortcut to the "Task bar" and volila, it stayed there.
I suspect this is what Lou has done but maybe windows 10 is more forgiving in this area.