That link looks correct. You probably won't need the EE flavour, so my suggestion would be either JDK 6u1 or JDK 6u1 With Netbeans if you want to check out the Netbeans IDE.
I didn't see a link to download it, but here's the main API (& docs) page
Java SE APIs & Documentation
Personally, if I need to reference the API when I'm working on something I just google "java API 'whatever I'm looking for' " and the API for that class will be one of the first links.
Greetings.
Daniel