Which one should I install when I want to start learning Java? I'm going to start with some basics, so I will write simple programs that create files, directories, edit XML files and so on, nothing too complex for now.
I guess Java SE (Standard Edition) is the one I should install on my Windows 7 desktop. I already have Komodo IDE which I will use to write the Java code.
Java SE = Standard Edition. This is the core Java programming platform. It contains all of the libraries and APIs that any Java programmer should learn (java.lang, java.io, java.math, java.net, java.util, etc...).
Java EE = Enterprise Edition. From Wikipedia:
The Java platform (Enterprise Edition) differs from the Java Standard Edition Platform (Java SE) in that it adds libraries which provide functionality to deploy fault-tolerant, distributed, multi-tier Java software, based largely on modular components running on an application server.
In other words, if your application demands a very large scale, distributed system, then you should consider using Java EE. Built on top of Java SE, it provides libraries for database access (JDBC, JPA), remote method invocation (RMI), messaging (JMS), web services, XML processing, and defines standard APIs for Enterprise JavaBeans, servlets, portlets, Java Server Pages, etc...
Java ME = Micro Edition. This is the platform for developing applications for mobile devices and embedded systems such as set-top boxes. Java ME provides a subset of the functionality of Java SE, but also introduces libraries specific to mobile devices. Because Java ME is based on an earlier version of Java SE, some of the new language features introduced in Java 1.5 (e.g. generics) are not available.
If you are new to Java, definitely start with Java SE.