On that page for other bindings, you find the Java binding is called Kalium. You'll see it requires Apache Maven. So I went and got that (at the bottom it explains how to install maven, but basically you just add some environment variables).
Now on to kalium, I got it from their abstract on github. I needed mvn clean install
from the directory in order to install it in Maven. After changing directory to the unzipped Kalium folder I ran the specified command (which is telling Maven to get the files and install Kalium). This will handle the rest of the set-up.
Then it's just a matter of adding it as a dependency in your Maven projects as per the Kalium readme. As for libsodium: it is a library that works with MinGW, and VisualStudio in Windows. So if you want to do C/C++ coding you can use that instead. But for the Java binding it seems you'll have deploy it using Maven.