You can start it as:
java -jar program.jar
Unix daemons are normally started by init or started by a script in /etc/init.d or /etc/rc.d, and started at specific runlevels - normally by soft links in /etc/rcX.d. (where X is the intended "runlevel" which is normally 3.
I think debian are moving to using "upstart", a init-replacement. It uses config files in /etc/init to define jobs, and they are quite easy to write. Check that out.
Daemons traditionally closes stdin, sdtout and stderr, and does a "double fork" when starting, in order to detach from the session and also to signal that they are ready to handle whatever they should handle. This is not really necessary, as long as the daemon is not started from the terminal.
If you want a simple shell wrapper to start you program; you just need to write a small shell script:
#!/bin/sh
/full/path/to/java -jar /full/path/to/program.jar
... and make it executable (chmod 755 )