You will find the software at the following http://www.oracle.com/technetwork/java/javase/downloads/index.html. Download and install. Please choose the latest Java SE JDK for your particular OS platform, Linux, Mac, or Windows.

If you are reading this as a part on an IDE course, you may return to the main text now. If, on the other hand you are on a dedicated Java mission, you must read on ;-)