Most distros won't have Java preinstalled. Windows doesn't have it preinstalled, either. I'm surprised that Ubuntu doesn't have Java in the repositories, though. Did you check Synaptic (I think that's their GUI front end, anyway) for Java?
Also, 'su' doesn't work in Ubuntu like it does in other distros. The root account is disabled by default as a security measure. Instead, anywhere you ever see 'su', substitute 'sudo.'