The JDK is a development environment for building applications, applets, and components using the Java programming language. The JDK includes tools useful for developing and testing programs written in the Java programming language and running on the Java platform. While the Java Runtime Environment (JRE) allows you to execute Java applications, components and applets, the Java Development Kit (JDK) delivers a comprehensive set of tools for programmers to build, run, debug and even document the Java code.
Before you can start having fun programming in Java, you need to download and install the Java SE Development Kit. The JDK is the most important Java download you can make because once it's installed your computer will be able to understand and execute the programs you create.