Open a browser (eg Internet Explorer, Safari, Google Chrome etc) and navigate to java.com.
If you type in the address, rather than using the link above, make sure you have gone to the true website for java.com and not clicked an advertising link in error that's taken you to a malware replica site. You can do this by looking at the URL in the address bar - it should start with java.com.
Click on Free Java Download
You will be offered the version of Java it thinks is most appropriate based on what Operating System & browser it detects you are using. It will also display any warning relevant to what it detects.
Click Agree and Start Free Download.
Once the file has downloaded Run it and step through the installation process.
If any relevant warnings have appeared - please be mindful of them - you may need to use a different browser from normal when accessing sites with embedded Java apps.