installing j2ee sdk  directly from binary  file is easier for novice users

in linux  (and most Unix like systems) you can set  environment variable  like this:
export VARIABLE_NAME=VALUE

for example:
export JAVA_HOME=/user/arash_r/bin/java

you can check environment variable values using echo command
echo $VARIABLE_NAME

for example
echo $JAVA_HOME

path is path  in most linux distributions and is case sensitive

in Debian linux for making  variables persistence during reboots
you can define them in:

There is NO DEFAULT WAY of setting  the variables  in Debian, but you may use the /etc/environment file  that can be parsed in scripts that use bourne compatible shells (like bash).

LANG=de_DE
LC_MESSAGES=en_US

Now, this file may be parsed by /etc/profile adding following line there:

. /etc/environment

the above is copyied from "Debian Maintenance HOWTO"

wish you best
and happy java  experience over Linux

P.S.
can I know where are you using Java and Linux?