Can you elaborate on what you mean by "why we can use web servers" and "where we can use web servers"? (The trivial answers to those questions would be "because they exist" and "wherever you can install software", but since that's unlikely to be the information you're looking for we need some more context.)
A freely available web server and
servlet container you can use to develop
Java web applications is
Tomcat.
I'll move this question to a more appropriate forum, since this forum is for questions about the SCDJWS certification.
[ May 09, 2008: Message edited by: Ulf Dittmer ]