You can find various versions of the JDK
here. While you can download the one with NetBeans, I would recommend against using an IDE if you are just starting to learn Java.
I would also recommend using TextPad, which you can get a trial version of for free. Its built in Java support makes it much nicer to use than simply Notepad, since it will color your code, indent it, etc. to keep it looking nice and easy to follow. It also has support to allow you to compile and run your code without having to use the command line, which can come in handy.