Short for Java virtual machine, JVM is software that interprets Java bytecode and converts it to machine language to execute on the computer. In order to run any Java program on a Windows, macOS, or Linux computer, the correct JVM program for that operating system needs to be installed.
On a Windows computer, searching "jvm.dll" in the Start menu should reveal a file of the same name. If this file is on your computer, you have installed a JVM.
Java Runtime Environment, or JRE, includes a standalone JVM, called HotSpot. JRE has included the HotSpot JVM since Java version 1.3. Downloads for each respective version are available on the official Java website.