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Are you talking about what MS calls UNC paths? (Uniform Naming Convention) that use \\ at the start?
The File class supports them and you can access the files just like files at any other path....

That sounds like a client connecting to a server.
The server has the .dat file on its local disk. The clients do their accesses to the file by making requests to the server.

I'm not sure you can update the jar file while executing classes that are in that jar file.
Where else can you store your data so you can update it?

Are you trying to update the jar file that the code is executing from?
I'm not sure you can do that. The file to be updated needs to be outside of the jar file.
You do not need a JDK to execute a...