If you're using AutoVue Desktop Deployment, why not use the available Java API directly, rather than calling to the ActiveX API through JNI?
Similar to AutoVue Client/Server Deployment, AutoVue Desktop Deployment includes the "AutoVue" API (previously called the "VueBean" API). The Javadocs for the AutoVue API are in your AutoVue Desktop Deployment installation directly, in the \docs\JavaDocs subfolder.
In addition to the Javadocs, there's an AutoVue API Guide that for some reason doesn't ship with Desktop Deployment but does ship with Client/Server Deployment. The API Guide is also available through the Oracle Technology Network (OTN) website where all AutoVue docs are hosted. You mentioned you're using AutoVue 20.x, but didn't specify the exact version, so here's the API Guide for the latest & greatest version (20.1.1): http://docs.oracle.com/cd/E25580_01/otn/pdf/E25588_01.pdf
In terms of how to set up an AutoVue API project for Desktop Deployment, the following Oracle KM Note may be useful (even a good reference if you're not using Eclipse):
KM Note 1263689.1 - How to Build a VueBean Applet or an Application Using AutoVue Desktop Deployment from Eclipse