To be able to run a servlet, you need to have another piece of software running called a servlet container (sometimes this is called an application server). The J2EE distribution actually comes with a fully self-contained servlet container, so if there is a J2EE distribution for your OS of choice, that's all you need. For J2EE 1.3, that includes Windows NT/2000, Linux, and Solaris.
A very popular free servlet container is Tomcat from the Apache Jakarta project. You can learn about it and download it from http://jakarta.apache.org/tomcat
After you have your environment setup, if you need an introduction to Java Servlets, take a look at
http://www.jayeckles.com/javaservlets/
and let me know how you make out.
Good luck.
Jay
www.jayeckles.com