Go to java downloads and then click on the latest JDK, NOT the JRE!!!!

Now the next page is open where you will click on “Windows x86″(32 bit Windows) or the “Windows x64″(64 bit Windows) link.
Then the download starts. After download, go to “downloads” folder, double click your downloaded file to start installation. Just click next/ok/yes on the installer and Java will be installed to the default location on your computer.
Read below how you can determine if your Windows is 32bit or 64bit version.

How you can determine if your Windows is 32bit or 64bit version? Just do like the folowing screen shots suggest: