Most microcontrollers can be programmed but you'll need to do things like set their reset pins to a higher voltage to put them into "programming mode", or in some other way signal them to do that. A brief look at the hardware you purchased indicates the micro is integrated into the board, so unless they support reprogramming of the controller they're using, you'd have to remove it from the board, hook it up to a programmer board, and then use whatever software comes with the programmer board to backup, modify, whatever the code on the controller.
I can't tell based on the small look I had at it which options are going to be available in this case, but that at least lets you know how it all hooks in in general.
Ultimately though, if you're a Java guy you're probably not going to enjoy micro programming - it's a totally different ballgame. You're also going to have to spend significant time in at least variants of C (and possibly occasional jumps to Assembly for things like control registers etc), because most hobby micros do not have nearly enough memory in general or powerful enough processors to run anything approaching the complexity of Java.