Prerequisite: Installation of Java and setting java in your system path (in environment variable).
Now follow the steps below for running jar file as well as installing sahi:
Open command prompt and go to the folder where you have Sahi_pro jar file (install_sahi_pro_v452_20130205.jar).
Run the following command:
java -jar install_sahi_pro_v452_20130205.jar
Click Next button at the bottom on pop up
Follow the further steps according to the pop up instruction