You don't need to do anything to compile a JSP file. The web server will do it for you. Generally, the server will compile a JSP file when the file is first requested, although some servers allow a proprietary option to precompile all JSP files.
i think you need a good tutorial or a good book. and its better to start work with Tomcat, not because java web server is a HIFI server, but because you will find most of the jsp and servlet examples using Tomcat.