The source for several Java programs is included in J directory system\examples\java. The examples are simple and could be understood just by reading, but it is helpful to use a debugging environment to step through the code to see exactly what happens.
Most of the examples are applets. Directory jstest contains an application. The jstest.class file is in the J system\extras\java\classes directory. You can run jstest with the MS JVM jview.exe or the Sun JVM java.exe. Bat file jv.bat runs jview.exe and ja.bat runs java.exe.