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Only responses I provide are to the forum.
Go to this page and download the OFFLINE version (as opposed to the ONLINE version) of whatever it is you want.
Note that different versions are available (see the tabs/banner), and that help downloading/installing is available from the first sentences on the page.
If all you want to do is run existing Java programs, download the JRE.
Once your file downloads and is saved, navigate to where you saved the file and click it to start the install.