By default, OS X does NOT come with Java installed nowadays. You need to open the Java Preferences app found in Utilities; when you do that the first time, it will inform you of the fact and offer to install the product for you.
Afterwards, due to a major security issue we had back in the first quarter of the year, the plugin is disabled by default. You need to revisit the Preferences and enable manually. It will auto-disable if unused in awhile.
Lastly, you may have to adjust which Java instance is being used, the 32-bit or the 64-bit. Default is 64-bit, but some applets crash & burn or outright refuse to run in such a platform. You can prioritize which version you prefer by dragging on top in the Preferences.