If I want to export my game as a .jar file, how do I go about doing that from within Eclypse? Do I need to include all of the JME source files?
You just right-click the project, select export and as JAR file in the window… Then select the source packages to include the corresponding binaries in the JAR (it does not include sources by default).
If you want to deploy your project as a webstart you would have to sign that JAR and set the MANIFEST.MF file to include a Main Class directive with the name of you main application entry-point. Some forums here have further details, and some more are on google.
If you have some more specific questions I will be happy to help