Nope (er, mais non.) The e at the end indicates that the eu vowel is not nasalized and the "n" is pronounced normally.

The "eu" is pronounced this way: Round your lips as if to whistle (or to say "oo"). Then, without moving your lips, place your tongue to say "a" as in "chaotic." This is close, but not quite, since the tongue is pushed a little lower than for the "a" sound, but it'll do. This combination of lips and tongue doesn't occur in English, so it takes a lot of practice to get right. But once you get it, you'll never say "likoor" again.

And yes, the "j" is "zh."

"Le jeune" means "the youth", by the way. But Lt.-Gen. LeJeune is free to pronounce his name any way he likes, if you ask me. He earned it.