The "JDK" is the Java Development Kit. I.e., the JDK is bundle of software that you can use to develop Java based software. The "JRE" is the Java Runtime Environment. I.e., the JRE is an implementation of the Java Virtual Machine which actually executes Java programs.
Typically, each JDK contains one (or more) JRE's along with the various development tools like the Java source compilers, bundling and deployment tools, debuggers, development libraries, etc.