Some of the different types of Java applications are:
Console and window applications
Server-based web applications supported by Servlets, JSPs, JSF, and other JEE standards
Applets that execute within a browser
Componentized building blocks using JavaBeans
Applets are normally embedded within an HTML page and offer a means of achieving client-side execution of a code. It does not have a main method but uses a series of callback methods used by the browser to manage the application.
JavaBeans are building blocks for shared application functionality. They are frequently designed to be used in multiple applications and follow a standard naming convention.
Enterprise Java Beans (EJB) are components designed to be used in a client/server configuration from a web server. This is a fairly specialized topic that is not relevant to the associate level of certification.
There are several other types of Java technologies such as JSF and Facelets that are a part of JEE. These are improvements over the older Servlet and JSP technologies used to develop web pages.