Build a complete executable jar file containing all the other jar dependencies (as classes inside it)

For this we can use the maven shade plugin, so we'll need to add something like this to our main pom.xml file:

<build>
        <plugins>
            <plugin>
                <groupId>org.apache.maven.plugins</groupId>
                <artifactId>maven-shade-plugin</artifactId>
                <version>3.5.0</version>
                <executions>
                    <execution>
                        <phase>package</phase>
                        <goals>
                            <goal>shade</goal>
                        </goals>
                        <configuration>
                            <transformers>
                                <transformer implementation="org.apache.maven.plugins.shade.resource.ManifestResourceTransformer">
                                    <mainClass>com.dovsoft.mft.Main</mainClass>
                                </transformer>
                            </transformers>
                        </configuration>
                    </execution>
                </executions>
            </plugin>
        </plugins>
</build>

Create an executable jar but without any dependency

For this we can use maven jar plugin - add this to main pom.xml file:

<build>
        <plugins>
            <plugin>
                <groupId>org.apache.maven.plugins</groupId>
                <artifactId>maven-jar-plugin</artifactId>
                <version>3.3.0</version>
                <configuration>
                    <archive>
                        <manifest>
                            <mainClass>com.dovsoft.mft.Main</mainClass>
                        </manifest>
                    </archive>
                </configuration>
            </plugin>
        </plugins>
</build>