Yes you can use JNDI resources given you have a proper web-app deployed and the required resources are setup. But this depends on your application logic and how it can be converted in to a web app etc...
...Also is it possible to schedule this thread application in Tomcat server? is it possible to keep this app in tomcat as web application and schedule in window's scheduler ...
You are talking about two different scheduling here. What is your expectation with this "scheduling" here?
And you can setup the Tomcat to start when your OS starts (as a service) and make the application available to be used automatically as a result. Is this what you need?