> I wish to create a Self signed certificate (CA )
This is a contradiction in terms. If you just want a self-signed certificate, you can generate it with the keytool. If you want one signed by a CA you still have to start by generating a certificate request with the keytool as described in the Javadoc/Guide to Features/Security/JSSE Reference Guide and then send the certificate request to a CA.
> and a server certificate
See above. I don't know what 'and' means here. You only need one certificate.
> using java
Not using Java as defined by the JDK. Maybe Bouncy Castle can do it in Java code.
> Can anybody please help me or guide me to a relevant document ?
See above.