Hexadecimal is not a separate data type. It is just a way to write numbers - in the base-16 numeric system instead of base-10 (decimal). When an integer literal in Java code starts with "0x", then it's in hexadecimal.
In addition to hexadecimal, you can write numbers in octal (the base-8 number system). A number is interpreted as octal if it starts with "0".