Note: This will work for single .java files. If you are making a project please use an IDE!
Downloads:
JDK:
http://goo.gl/IGK0ux
Sublime Text:
https://goo.gl/zYV8RF
The Build System:
{
"cmd": ["javac", "$file_name", "&&", "start","cmd", "/k", "java", "$file_base_name"],
"path": "PATH_TO_JDK_BIN_FOLDER",
"shell": true
}