you can download tomcat or jetty from their websites.
Extract the zip or tar.gz archive in the directory of your choice, where you have read/write access permissions.
there is no gui to start the servlet containers, so there is is usually a bin directory in the extract archive where you can run the script using the command line.
example
Code:
cd /home/mrcheeks/apache-tomcat-4.2/bin;
./catalina.sh run
for the rest use the java tutorials or google for more info
