Unable to open JNLP files, an error message comes as it is not from trusted developer

That will happen if an app is not "signed" by a registered developer. You will see that if you download an app directly from a developer who is not registered with Apple. Apple does that to help protect you from using software that could be harmful. In the end though, it is up to you what you wish to do and if you trust the developer. If you do trust the developer then you can go to Settings > Security & Privacy, scroll down and trust the app. Since you are apparently not aware of this feature with Apple then I personally would recommend you ask yourself if your familiarity with this kind of thing means you should be doing that. Why are you trying to run a Java file? I don't think I have seen a request to run a Java file in over a decade.