Read the install instructions on the Java site.
Mandrake is an .rpm package-based distro, so usually you can use RpmDrake/urpmi or maybe Kpackage to install the .rpm once you've found a Mandrake one and downloaded it.
.bin files, and .tar.gz source files are a little different, and may require you to install Development tools or other helper apps. Often all this is reported in any errors if you try to install via the command line/a terminal/console
, instead of simply clicking on the downloaded file.
But as I say, normally Mandrake .rpm packages are installed even easier than Windows ones
, and with a simple click.