you shouldn't need to learn how to write ant scripts in order to use Sun's JWSDP - if you need to run ant scripts included with the pack, you just need to install ant, and then call ant by typing 'ant' in the directory with the ant build.xml build scripts.
As for Axis - I wouldn't recommend using this, since it's a proprietary API (even though it's open source, it's not open-standards compliant). It's also not WS-I compliant, so you'll run into interoperability problems if you want to talk to not Axis clients and servers.
The best option of course, would be to go and get yourslef a decent IDE. Have a look at either Eclipse or Netbeans for free IDEs, or Rational v6 if you've got some cash - or just download a trial version at http://www-128.ibm.com/developerworks/downloads/r/rad/?S_TACT=105AGX14&S_CMP=DWNL
if you just want to have a play with the technology to learn things,