Do a google-search for Java and your platform and find a tarfile distribution compatible with your system Download the tarfile, untar and follow the installation instructions.
You might try
www.sun.com or java.sun.com for starters
Also, here is a version of Java EJB for AIX:
http://www.evidian.com/jonas/
Here is more AIX freeware:
http://freeware.bull.net/