There's always a Java Midlet Manager or Java vm (jvm) with your phones - this allows you to store and play Java games and apps.
The Java games/apps usually come in the form of "midlets" - these are recognised by the file type *.jar. Now, all you need to do is grab a .JAR file, then copy it across to somewhere on your Smartphone, then run it.
- Download game (.JAR file)
- Sync phone, then copy .JAR file across to \Storage\My Documents
- Using internal file browser on the phone, click and run .JAR file
- This loads up the Java Midlet Manager and will install the file
Once this is done you can re-run the game simply by launching the Java Midlet Manager - the steps above simply INSTALL it.
After this, it's just a matter of getting the latest .JAR file and installing it!