Java and jDownloader headless

Hi there,
I recently bought a Mycloud Ultra EX2 2x4TB to upgrade from my Synology DS115.
On my Synology there is a jdownlaoder running and I would love to transfer this puppy to this Server.

I searched for installing Java and jd and was a little bit confused how to do it.
Can anyone help me out with the mycloud ultra EX2?

I am working with raspberry Pis a lot so I have some expirience in ssh etc.

I also would love to transfer my Plex server from Raspberry to ex2 and I need mounts for that, because all movies are stored on another NAS.

kind regards