Q:

Why Java Web Application is development with Java SE SDK

Why we always say we used JAVA EE to develop the web application. But we used Java SE's SDK in development, compile the code and even in the application server, Java version alway Java SE?

A:

Java EE is a superset of Java SE. Java EE has a lot of features like Multi-tier architecture, EJBs and various other specifications which can be followed in developing web applications but if you are not using them you can as well say you developed the web app using Java. 
Few Key differences between the two:

Java SE is the core Java programming language. The Java EE platform
is built on top of SE platform, used especially for large-scale
applications.
SE defines everything from the basic types and objects of the Java
programming language, hence provides all core functionalities. The
Java EE platform provides an API and runtime environment for
developing and running large-scale applications. Java SE platform
consists of a virtual machine, development tools, deployment
technologies and other libraries commonly used in Java. Java EE
consists of Enterprise JavaBeans, Java Server Pages, Servlets.
SE has no separation of code into different layers, while EE is a
multi-tier application, this helps in application more robust, and
more secure. Typical Java EE application has following layers:
The Client Tier Client tier is where user interaction happens.
Applications in this tier access Java Server, which is usually
located on a different machine. A client sends a request, the server
processes this request and sends a response back to the client.
The Web Tier This layer handles the interaction between the client
and the business tier.
The Business Tier This tier consists of business logic and all core
functionalities.

More differences can be found here. 

