Read the tutorial on Java Web applications.
Basically Web applications are a part of the Java EE standard. A lot of people only use the Web (servlets) part with additional frameworks thrown in, most notably Spring but also Struts, Seam and others.
All you need is an IDE like IntelliJ, Eclipse or Netbeans, the JDK, the Java EE download and a servlet container like Tomcat (or a full-blown application server like Glassfish or JBoss).
Here is a Tomcat tutorial.