The JAI libraries are not installed in JRE, so you have to add
  %%TARGET_DIR%%/jar/jai_codec.jar
  %%TARGET_DIR%%/jar/jai_core.jar
  %%TARGET_DIR%%/jar/mlibwrapper_jai.jar
to the CLASSPATH environment variable, and add
  %%TARGET_DIR%%/lib
to the LD_LIBRARY_PATH environment variable.