Auto-Launch JNLP on click
There is a server configuration file that specifies MIME or content type by file extension. For JNLP, it should be application/x-java-jnlp-file
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I think the other answer is outdated as of today.
Try changing your link from http:// or https:// to jnlp:// or jnlps://.
So your url would look something like this: jnlp://your.server/path/yourjnlp.jnlp
Caveat: For me, typing this in the Chrome URL doesn't work. It needs to actually be a link inside the page that gets clicked. There may also be a Windows requirement but I haven't confirmed that.
See this for more info: https://bugs.chromium.org/p/chromium/issues/detail?id=518170