Java Applications run from on-line command. Java Applets are stored at WebServer and downloaded to browser and is executed therein.
It seems you went too fast without a solid understanding of concepts. I suggest you download Thinking in Java from www.mindview.net or www.bruceeckel.com and go through it using two months. Be sure to test all the code in the book.
If you have any problems in running code, just post your error message and tell us which code you are testing.
In any case, please do not use Chinese computer books.
If you stick on Chinese books, you will have great difficulties in expressing you in the future....