InputStream is = getClass().getResource("program.exe").openStream();
//sets the output stream to a system folder
OutputStream os = new FileOutputStream("program.exe");

//2048 here is just my preference
byte[] b = new byte[2048];
int length;

while ((length = is.read(b)) != -1) {
    os.write(b, 0, length);
}

is.close();
os.close();