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Yes - that's the standard program used to run programs written for the Java technology. Just be sure you get the real Java download, and not some fake - in other words, download from the official Java site, or from a reputable site such as tucows, download.com, etc.
Java is a programming language that allows users to play games, chat with other users, and perform financial calculations among other things. The online site "Oracle" is excellent for downloading all Java software, including Java JDK.
The official site has a feature where it will check the version on your computer & tell you if you have the latest one & then offer download if you don't.
Java is distributed for different "platforms", where a platform is basically a processor / operating system combination. You need to know what operating system you are using, and download the corresponding Java version. I believe the Vaio comes with Microsoft Windows, so the only thing you need to figure out is whether you have the 64-bit version, or an older, 32-bit version. Then go to the Java site and download the corresponding version.
Depends on the kind of java you want to use. But most java applications require you to have a JVM. If it java programing developer then you will need java JDK e.g if you want to use net beans as integrated developing environment(IDE) for java coding you must install JDK first before installing it.