357mag wrote:So I should be able to start a new project and pick console application ...
Yes, and you have to add the source file(s) belonging to this Java project to the project. Just opening a *.java file while the project is opened is not enough. The file must be added to the project.
357mag wrote:... and simply go into the Build menu and use the Build and Run Application items in there to compile and run my Java program?
Yes, if all the compiler options are set correct that should work.
357mag wrote:And I don't have a clue as to what I have to type into Compiler Options.
Well, I'm not a Java developer and therefore have never read the manual of the Java compiler nor have I ever setup a Java project. Therefore I can't help you on this point. A developer using a compiler or interpreter should have knowledge about the used compiler / interpreter, how it works, what is required to compile / interpret source files and which options the compiler / interpreter offers. Using an IDE with preconfigured configurations does not mean that a developer don't need to read the manual of the compiler / interpreter. For every compiler option a short description is displayed in the dialog below the options area which should be enough help in combination with the manual of the Java compiler to configure the compiler to your needs.
Perhaps there is another UEStudio user working with Java projects and visting the user-to-user forums regularly who can help you with the options. I can't help you on the Jave compiler options.