How can I look at the API for the SimpleUniverse and ColorCube classes?
Nope it does not... its like in c/c++ import it does not connect to the web and gets the package there.. better check the source if you package if any if there is not try going to the site where you ahve downloaded it.
Import statements don't "do" anything. They are simply declarations.
For the example "import com.sun.j3d.utils.universe.SimpleUniverse", this declares that whenever you mention the class "SimpleUniverse" in your code, perhaps by declaring a variable of that class, the compiler should assume that you actually mean the class "com.sun.j3d.utils.universe.SimpleUniverse" and not some other "SimpleUniverse" class in some other package.
Now the compiler will complain if that class is not in your classpath, I am sure you have seen that already. But your classpath is entirely composed of directories and jar files on your own computer. It doesn't contain anything elsewhere on the network.