You can obtain JE by visiting the JE download page: http://www.oracle.com/technology/software/products/berkeley-db/je/index.html.
To install JE, simple untar or unzip the distribution to the directory of your choice. If you use unzip, make sure to specify the -U option in order to preserve case.
For more information on installing JE, see JE_HOME/docs/relnotes.html, where JE_HOME is the directory where you unpacked JE.
You can use JE with your application by adding JE_HOME/lib/je-<version>.jar to your application's classpath.
Beyond this manual, you can find documentation for JE at JE_HOME/docs/index.html directory. In particular, complete Javadoc for the JE API set is available at JE_HOME/docs/java/index.html.