Здравствуйте, Талипов А Н!
Вот тут можно скачать Java SDK: http://java.sun.com/javaee/downloads/index.jsp
Потом установите и прокомпиллируете.
Ниже пример того, как компилировать с помощью javac:

Compiling a Simple Program
One source file, Hello.java, defines a class called greetings.Hello. The greetings directory is the package directory both for the source file and the class file and is off the current directory. This allows us to use the default user class path. It also makes it unnecessary to specify a separate destination directory with -d.
C:> dir
greetings/
C:> dir greetings
Hello.java
C:> cat greetings\Hello.java
package greetings;

public class Hello {
public static void main(String[] args) {
for (int i=0; i < args.length; i++) {
System.out.println("Hello " + args[i]);
}
}
}
C:> javac greetings\Hello.java
C:> dir greetings
Hello.class Hello.java
C:> java greetings.Hello World Universe Everyone
Hello World
Hello Universe
Hello Everyone

Удачи вам в вашем нелёгком деле :-)