In my opinion, you would not have downloaded the binary zip file.
Please download Jmol-14.30.2-binary.zip file from the link given below.
Download and save the file. Extract the zip file and in the extracted folder you will find Jmol.jar file.
If you are using Windows, file extensions are often hidden by default, so you will see several files named "Jmol". Please enable display of file extensions and you will find Jmol (dot) jar