1 and 3. Depending on version of linux,
If you have red hat || mandrake:
you can use rpms (kinda like automatic install) and as root use rpm -iv j2sdk-1_3_0_02-linux.rpm

or

you can download the j2sdk-1_3_0_02-linux.bin file, copy it into where you want to install, usually /usr/local/java. Then you have to change permission in order to execute, chmod 775 j2sdk-1_3_0_02-linux.bin. Then run 'sh ./j2sdk-1_3_0_02-linux.bin'

2. In order to run java in linux you have to set the path variables as in windows

if you are using the default bash shell,
you have to edit your .bashrc file
to get to it, i use 'vi ~/.bashrc'
in a text editor-add these lines to it:

PATH=/usr/local/java/::jdkdir::/bin:$PATH
and
JAVA_HOME=/usr/local/java/::jdkdir::; export JAVA_HOME;

Hope this helps!