You can just know this for short:
Java SE is for desktop applications and it is the core of Java.
Java EE is for web applications which include JSP & Servlet, EJB, Webservice and they are kinda extensions. You can use them when install a Servlet container (Tomcat) or a JPA provider (Oracle Toplink, Hibernate) or an entire Web application which includes servlet container, JPA provider such as JBoss, GlassFish.