Small snippet. You can use the command line version of Launch4J (launch4jc) to build your wrapped Jar file using a CustomBuildAction. Use the actual Launch4J UI to create the XML config file first and test that it works.
B4X:
#if RELEASE
#CustomBuildAction: 2, C:\Apps\Launch4j\launch4jc.exe, "D:\Dropbox\My Apps\B4J\Report\Installer\Objects\Config.xml"
#CustomBuildAction: 2, C:\Apps\B4J\Tools\CompileOnly\compileonly.bat,
#end if