Installing JDK is pretty easy from linux  GUI. If you have ubuntu which is debian base, or you have another linux distributor which has Synaptic Package Manager, you can search for JDK and then install  it.

If you do not want to use Synaptic Package Manager or you do not have it, you should download JDK with bin extension and install it in this way:
#./jdk-1_5_0_04-linux-i586.bin

After that, you should set  your PATH and CLASSPATH in this way:
export PATH=/home/<user>/jdk1.5.0_04/bin
export CLASSPATH=/home/<user>/jdk1.5.0_04/lib

Also you can read install.html and system-configurations.html in java  web site.