What we download i.e JRE(Java Runtime Environment),JDK(Java Development Kit) as installer.

JDK contains tools needed to develop and compiling the Java programs like javac,jar,debugging tools,javap etc.

JRE to run the programs.It contains libraries,java,javaw and rt.jar.

JVM is created when we run a java program.JVM is the one who provides Platform independence to Java by converting byte code to machine specific code.