Berty,
Welcome to JavaRanch!
The SDK (software development kit) is what used to be called the JDK (
java development kit.) It consists of the compiler, java runtime and assorted other development tools. For example, it contains a command line debugger. You are only likely to use the compiler (javac) and runtime (java) though.
I haven't used JCreator, so I'll let someone else answer that part of the question. In the meantime, here's a
link to the JavaDoc. It's also available for download in case your
IDE is one that doesn't allow you to insert the JavaDoc.