If you mean the Sun One Studio Java IDE, then your executables will be .class files after compilation. These are byte code executables, not bit binaries like with C++. One of these .class files can contain a main(), or the .class files can be packaged into .JAR library executable.
For more info on Java, see
http://developer.java.sun.com/developer/infodocs/
For IDE sepecifics, see the Studio 5 documentation:
http://developers.sun.com/tools/javatools/documentation/s1s5/diningguide.pdf