Gradle can now build .exe using packr.

packr.jar can be used to build a Windows
executable file that will run without
JRE installed on the system. Packr builds
a package with local JRE. A new gradle
task, desktop:distexe, has been added in
this commit. This task will build
a deployable directory in $buildDir/libs/out-windows.

User who wishes to use this task musts
copy 'desktop/example_local.properties' to
'local.properties' and fill it in with
proper data. These properties point to files
in local file system, so it's impossible
to define globally valid settings here.