Before starting the setup, let's get a "baseline". In other words, see if the system is already setup for Java development. Follow these steps.
If this verification passes, then you are good to go (setup is complete). Otherwise, continue with installation steps below.
Directory Check
Check your Java directory. If you have a "jdk" directory like the one shown (version number may be different) than you already have Java installed.
If you do not have a "jdk" directory or your version number is 1.7 or below, then continue with the installation (also note that is it okay to have multiple jdk installs/directories).
Also note that the install might be okay, but if you are having issues, you may need to check/fix the configuration.
Choose the latest or recent version. For Windows, choose the ".exe" file (to download)
After downloading is complete, run the install (if Windows simply execute the ".exe" file that was downloaded)
After installation, open a file browser and ensure you have new directory similar to "jdk-11.0.2" as shown in the figure (your version number, e.g. "11.0.2") may be different