I saw some other Java issues, but none that matched what I'm getting. Any suggestions on this when trying to the jar file?

Did you unzip it before running ?

I have and still get the error. Is there a specific directory I should be extracting it to?

I dont think so desktop should be fine I guess.
You can try updating Java as well.

The error says that the mainScript cant access the other files. Could also be caused by an anti virus programme I guess. You could also try running it from console by opening CMD and then navigating to your SexScripts foider with:

cd c:\yourfolderPath\

And then run it with:

java-jar sexscripts.jar

I'll give that a try. Or try it on my laptop instead.