The JDK or JRE will be located in the directory where you installed it after downloading. The JRE path is the directory named "jre" beneath that directory.
On csh or tcsh shells, use the "setenv" command to set the MATLAB_JAVA environment variable. For example:
setenv MATLAB_JAVA <JRE path>
This command needs to be run in every new shell window.
On the bash shell, execute:
export MATLAB_JAVA=<JRE path>
This setting will apply to MATLAB launched from that shell window.