However, you might want to hide the splash screen programmatically or update the contents of the status text line on the splash screen during the startup phase to provide more extensive feedback to your users.
The launcher API of exe4j is contained in exe4jlib.jar which can be found in the top level directory of your exe4j installation.
Note: you do not have to add it to the classpath of your application and distribute it along with it, since that file is always contained in the executable.