J2EE components:
Application clients and applests components run on the client.
Servlet & JSP are web components run on the server
EJB components are business components run on the server
Generally, J2EE server is in Pink 
Client <–> web tier(JSP/Servlet/Java Bean) <–>Business tier
More precisely,
Client <–> web tier(JSP/Servlet/Java Bean) <–>Business tier (Entity Bean/Session Bean/Message-Driven Bean) <–> DB Level
J2EE Containers:
Containers, no need to spend too much time here. Easy and Stupid.
- Application client container
- web container
- EJB container