To clarify some things:
Java - a programming language.
JavaSE - a term that refers to Java, and a collection of standard libraries and utilities.
JavaEE - a term that refers to Java, and a collection of libraries used for building "enterprise applications" (usually web applications).
There is nothing you can do in JavaEE that can't be done in JavaSE, but if you need to build an enterprise application, JavaEE will make your life easier.
By definition, you must learn Java (the language) and and some JavaSE (the libraries - though you could skip things like Swing and SWT which could be included in JavaSE but aren't necessary for JavaEE) to work in JavaEE, because it doesn't make any sense to learn JavaEE and not know Java and JavaSE.
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