How to run a thread separate from main thread in Java?

Create a separate thread that executes your external program:

class MyRunner implements Runnable{
  public void run(){
     Runtime.exec("your cmd")
  }
}

then start the thread in your main():

MyRunner myRunner = new MyRunner(); 
Thread myThread = new Thread(myRunner);
myThread.start();

This way your main program will continue running, while your background thread will start an external process and exit when this program exits.

If you mean: how can I start a Java thread that will not end when my JVM (java program) does?.

The answer is: you can't do that.

Because in Java, if the JVM exits, all threads are done. This is an example:

class MyRunnable implements Runnable { 
   public void run() { 
       while ( true ) { 
           doThisVeryImportantThing(); 
       } 
   } 
} 

The above program can be started from your main thread by, for example, this code:

MyRunnable myRunnable = new MyRunnable(); 
Thread myThread = new Thread(myRunnable);
myThread.start(); 

This example program will never stop, unless something in doThisVeryImportantThing will terminate that thread. You could run it as a daemon, as in this example:

MyRunnable myRunnable = new MyRunnable(); 
Thread myThread = new Thread(myRunnable);
myThread.setDaemon(true); // important, otherwise JVM does not exit at end of main()
myThread.start(); 

This will make sure, if the main() thread ends, it will also terminate myThread.

You can however start a different JVM from java, for that you might want to check out this question: Launch JVM process from a Java application use Runtime.exec?