For all intents and purposes, Java and Java SE are the same thing. When you say you are learning Java SE, it means you are learning Java, its syntax, features and standard libraries. You cannot learn Java EE before learning these skills.
Java EE is a set of standards which define many different interfaces and features for building software to address enterprise level problems. These include things like transactions, distributed computing, messaging, web applications and resource management. All of which are provided in a managed environment. All of which is coded to the Java language, with particular rules and characteristics due to the environment in which the software will run.
Think of learning Java SE as learning to drive a car. Java EE is like learning to drive an 18 wheeler, you don't need to know how to do it to get from A to B, but it sure helps if you have to take 10 tons of cargo with you 8-)
