Next, I wanted to store the DLL within the jar file so I could copy it to another location. I've tried everything, honestly. I just can't figure out how I would go about copying the DLL file from within the actual jar file to an external location.
I don't really see the problem. It's been a long while since I did something with Java but if I remember correctly you could trivially get an URL to any file in the .jar you loaded yourself from as an URL and use that URL to open a binary stream. Then just open a binary stream in the location where you want the DLL for writing and copy the content over. A far more interesting problem is going to be picking a sensible location to put the DLL and getting Java and/or the OS to load it there.