In order to develop Java Web Applications, you will need a
web container. A web container hosts
Java Servlets that are classes at the lowest possible level of the web container architecture preceded only by the API itself.
The dominant web container today, is
Apache's Tomcat, which is used in quite a bit of application servers.
What you need to learn to build a web application:
1- Java
2- JDBC/JPA for database access.
3- Servlets (intermediate, you might get away from using them)
4- Java Server Pages and Java Server Faces
5- Architecture of a Web Archive (.WAR)
6- Deploying to a web container.
7- Ant/Maven (you might get away from using them)
Here's the Java EE's really big index
Good luck.