It's been a while since I flashed one, but the rough sequence (once you installed the CM drivers to Win7) is to connect the USB cable and wait for that device to be detected, then run the exe file and it detects the device, then power the box on and the memory will mount. According to the Pi Foundation site the exe should run automagically but it never happened for me - I always had to do it manually. At this point if the original Slice image used a FAT partition for boot stuff (it's a couple of years since I saw the original noobs config and I can't remember) it will be mount and you can copy over (overwrite) the boot files from the target folder of the .tar file. If not, the only option will be to flash the eMMC with our .img file which will nuke the existing install .. but the ease the pain of loss you get some extra space on the eMMC as noobs is no longer present. Flashing the eMMC won't touch the internal HDD if you have one installed.
NB: No idea what J4 is about so definitely not required.