Hey Jason,
Does TurboActivate run across Windows, Mac, and Linux?
Yes, TurboActivate runs on all three operating systems (Win, Mac, Linux) and on popular architectures (x86 / x64 / and PPC (on Mac) ).
Second, how do you bundle TurboActivate with your java application?
We cover how to layout your binaries in the Using TurboActivate with Java article.
What tool exists to build a complete setup.exe that will execute TurboActivate and install my java application across all three platforms?
There are a number of 3rd party tools. Doing a quick google search for "Java installer" I found this open source one: IzPack.
Tell me if this helps.