There are many online sources for information about Java. Sun Microsystems's official web site for Java topics is http://java.sun.com; look here for the software, updates, and Java releases. This is where you'll find the JDK, which includes the compiler, the interpreter, and other tools (the JDK is also on the CD-ROM that comes with this book; view the CD content online at http://examples.oreilly.com/learnjava3/CD-ROM/).
You should also visit O'Reilly Media's Java site at http://java.oreilly.com. There you'll find information about other O'Reilly Java books, and a pointer to the home page for Learning Java, http://www.oreilly.com/catalog/learnjava3/, where you'll find the source code examples for this book.