The same way as in any C-syntax (and similarly in most other) languages, with embedded escape sequences as such:
System.out.println("\tThis line is indented.\nThis is on a new line.");
Since you're new to Java, you should know that you can download a PDF of the book
Thinking in Java at
http://www.bruceeckel.com. It's considered one of the strong introductory Java programming books.
As for how to have the java commands available in the shell, you need to add the Java2 SDK bin directory to your environment's PATH. In Win98SE, you would add something like the following line in C:\autoexec.bat
SET PATH=%PATH%;C:\Program Files\JavaSoft\JRE\1.4.1\bin
I say
something like because I don't use Java on Winblows so I don't recall the exact path to the Java2 SDK.