Java SE (Sun has removed the "2" from the name, which didn't really mean anything, some time ago) is mainly meant for desktop applications and applets.
It gets tricky, depending on what you want to call "JEE". If you run web apps in a servlet container, then you'd also use JSE, although you'd also be using the Servlets API (which is part of JEE). But a servlet container is not a JEE server, but somewhere between JSE and JEE. So it depends on what, exactly, you mean by the question.