From LQWiki

Java Server Pages. Servlets are like CGI scripts, but contain lots of Java code with double-quoted html in them. JSP's are also like CGI scripts, but they look much more like html with some Java-like commands (and sometimes actual Java code too) sprinkled throughout.

Typically, JSP's (and servlets) are run by TomCAt for you when a client asks for a given resource that's mapped to a given JSP (or servlet).