Although your question is not 100% clear I will try to answer the question as I understood it.
First JME is supported by several platforms while sys files belong to Symbian only.
Second, JME application distribution really consists of 2 files: JAR and JAD. The installation starts from JAD. Java installer (built in into the platform) detects JAD, reads its data, asks user to confirm his/her wish to really install the application and then downloads JAR file and "installs" it.
The process may start from HTTP request (so called OTA - over the air installation), from memory card, from bluetooth. Bottom line: the java installer takes responsibility to install the midlet.