To create an installer, I have followed tutorial [http://docs.oracle.com/javafx/2/deployment/self-contained-packaging.htm#BCGICFDB]. And it as expected makes the installer.
The directory structure it makes is this:
The runtime contains the Java runtime. But the issue is, my application creates some Java process and it needs the path of the java.exe. But on browsing through the above folder runtime, it does not contain java.exe.