Java and El Capitan

As the error message says you need a JDK(=Java development kit). The URL you posted is the JRE (which used to be sufficient but in Java 7 onwards on OS X this is the web plugin only - for other OS I think it includes the java command line)

You need to go to the JDK downloads

It is worth to mention, Apple still providing JDK6 for this newest release (El Capitan), Apple recommend user to use the latest Java from java.com.

The "More Info..." will actually bring you to java.com to download the latest Java, this is the recommended Java. Some reason you might need JDK6 is mainly for legacy software support, as mentioned on the Apple KB page. For me, I install both JDK8 and JDK6, the font rendering and color have a visible differences in both of these version, at least in JetBrains' product. Here is screenshot taken from JetBrains issue tracker.