I have placed my Blender.jar file in a folder in my desktop. First I open the folder using the cd command, and then I run the jar file. But it seems not to recognize the VM arguments.

You are right about -vmargs, but I was reading a forum and I got confused. I removed temporarily the jar files from this folder as you said, and I got the message.

Now, I tried to run the SweetHome3D-3.3.jar file and it runs perfectly from command line using the command as before.

I will try with absolute paths, and I will tell you the result.