Well known IDEs (e.g. Netbeans and Eclipse) supports Linux. You can also download JDK for Linux from Sun's web site but there can be a custom way to install JDK depending your distribution. For example, i am using Kubuntu and i can install it directly from the Synaptic Package Manager.
Hello
If you want to program in java in linux o unix, download a console editor and code your program there.
yo can use to linux: notepad++ .:: NOTEPAD++ ::.
But is more secure that you use the editor of your IDE