You can install the OpenJDK right through the CentOS repositories, by running yum install java-1.6.0-openjdk as root. If you must have the SunOracle Java packages, visit the java download page and follow the links for downloading the JRE.
The advantage of using the OpenJDK is that you get updates automatically through CentOS. CentOS also has packages for Tomcat 5, if you were planning on using that.