When you want to install SolidWork Connected there is a good Youtube video that shows the needed steps.
At a certain point you are asked to install the right version of the Java runtime if that wasn't installed already. The mentioned film doesn't go into details about that and that is what we will show you here.
Two links are provide to help you (see image below).
The first link refers to a manual installation, but we advise you to choose the 2nd link instead. You will get an installer that does the work for you: