Do you mean if you type "java -jar EjsConsole.jar" and it is working well. And it is not working when you double click EjsConsole.jar?
Then it is something wrong in your setting? Not the Ejs distribution.
You can create a  bat file to run "java -jar EjsConsole.jar". Ejs was running that way.
Now, we can run ejs by double click EjsConsole.jar

I did not have the same problem as you have. So I do not know how to help now.

If you find out how to make it work, please post it here! Thank you!