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I just installed Java Developer on Windows Vista. The installation process looked OK and it was successfuly finished. However, I do not know how I cun run this program? Nothing new on the desctop appeared?
First of all it is important to note that the Java Development Kit (JDK) is not a GUI tools such as Visual Studio. It consists mainly of pure command-line tools used to compile, run and debug Java code.
There are IDEs (Integrated Development Environment) which provide the entire Editor/Compiler/Build-System integrated in one big setup, but in my opinion the very first steps should be done with the pure JDK.
Start with this intial Java tutorial.
Generally The Really Big Index should keep you occupied for quite some time.