With your private key and public certificate, you need to create a PKCS12 keystore first, then convert it into a JKS.
# Create PKCS12 keystore from private key and public certificate.
openssl pkcs12 -export -name myservercert -in selfsigned.crt -inkey server.key -out keystore.p12
# Convert PKCS12 keystore into a JKS keystore
keytool -importkeystore -destkeystore mykeystore.jks -srckeystore keystore.p12 -srcstoretype pkcs12 -alias myservercert
To verify the contents of the JKS, you can use this command:
keytool -list -v -keystore mykeystore.jks
If this was not a self-signed certificate, you would probably want to follow this step with importing the certificate chain leading up to the trusted CA cert.