Should I be installing my JVM technologies using SDKman or apt-get?

Ubuntu is about using the stable versions of software (at the moment of release of that specific version of Ubuntu).

This means apt-get will not install the latest possible version of a specific package. Using a 3rd party installer will (likely) install a newer version of that package. That is the basic difference.

If the 3rd party software is designed well it will install itself outside of the normal install procedure apt-get uses and install itself in either /opt/ or in a user chosen directory (/home/$USER/$software/ for instance). And it should (in theory) also install inside its own directory all the libraries and dependencies needed for it to run.

• apt-get (in theory) is more stable than 3rd party.
• 3rd party installer (in theory) is a newer version than apt-get.

Should I be installing my JVM technologies using SDKman or apt-get?

We can't make that decisision for you.