The J2SE API is a JavaDoc document providing information about all of the classes that come with the J2SE JVM. You use it to look up what methods are available in each class and how you can structure the constructor when creating an instance of each class etc. Unfortunately most of us mortals can not memorize the entire API, so we keep a reference to it handy at all times.
There is an API document for each of the specialty areas also. There is an API
doc for the 3D package that you can add on to the basic java classes, and another for Java Security, etc.
Mostly I just keep a link to the plain API in my favorites and run off to read parts of it on a daily basis.