No this is not possible. The Mendix Business Server needs to be configured, uses multiple other libraries including their license agreements that must be included, needs a deployment folder to write files but also forms for the client to load and possibly a local database, et cetera. You could package some of this in a jar file but it won't make things any easier.
Just install the Mendix package and everything is much easier, you can just hit F5 and it runs.