Is there any free tool similar to Launch4j which bundles jre and don't require internet connection to download the jre and run the exe.
If a suitable JRE isn't installed on the target machine, no Java executable wrapper is going to work. If a suitable JRE is on the machine, no executable wrapper that I know of would try to download a JRE.
There's a nice survey here of alternative approaches, including ahead-of-time compilers (that turn your jar into native code), installers that can bundle a JRE, and other ideas.