For Ubuntu (20.04):

Install Java

$ sudo apt install default-jdk

Options:

A) From Browser: 

no longer works.

B) From Command line:

You can us javaws to download the .jnlp file and run it locally from the command line:

$ javaws http://read.voxforge1.org/speech/SpeechSubmission.jnlp

-or-

download the .jnlp file to your computer first, and then run it locally:

$ wget http://read.voxforge1.org/speech/SpeechSubmission.jnlp

$ javaws SpeechSubmission.jnlp

C) If all else fails:

Download the jar file directly from command line (which is what .jnlp does from the browser...) and run java against the jar:

$ wget http://read.voxforge1.org/speech/speechrecorder_standalone.jar

$ java -jar speechrecorder_standalone.jar