Creating a RCP is a solution, but depending of your need you can also export your plugins as runnable JAR file:
right click -> Export... -> Java -> Runnable JAR file
I always use the first option for "library handling", which is "Extract required libraries into gen JAR", the other options should also work fine.
Obviously you need to implement the main method somewhere.
Then if executing jar file do nothing you could try to debug-it by running from command-line:
java -jar <your jar>
EDIT:
Here is my main method, and it works by running from the exported jar file
public static void main(String[] args) {
Display display = new Display();
Shell shell = new Shell(display);
shell.setSize(0, 0);
shell.setVisible(false);
shell.open();
WizardDialog dialog = new WizardDialog(shell, new __YOUR_WIZARD());
dialog.open();
shell.dispose();
display.dispose();
}