Yes you are allowed to use any IDE you want as long as all unnecessary generated code is removed from your final submission. As to which exam to take first, it depends on what you want to learn and work with. The scjd is good for learning distributed java which doesn't use HTTP. While the scjwd is good for learning the java web technologies. The scjd is a performance based exam, first a project then an exam to prove you wrote your own code. The scjwd is another multiple choice exam which is knowledge based.