I would suggest learning  in this order: some basic
HTML first, Master Java and then let how to use XML in
Java.

No. Don't learn  Java using IDE. Use IDE after you
learn Java.

There are tons of Java IDEs.. and some good ones are
free too. NetBeans, Eclipse, BlueJ*, IntelliJIDEA,
JBuilder,.....

*BlueJ is an IDE to learn Java. I suggest to learn
command line first.