1) For HTML pages, they CAN be included into the jar file. I did make applications that displays help documents that are included in jar archive.
2) I recommend that you do not use constant class for localization/internationalization. In fact, the Java i18n approach uses the class MessageFormat as well as .properties files that gives a unique name to each constant string/pattern throughout the application.
You can find sample code for the above points from sun's web site. I did both before, so I'm pretty sure they are operational and they are indeed convenient.