Where can I learn more about Classpath, the Java class loader, JDK tools and utilities?

Veryant's documentation is a good place to start.
There is a section on isCOBOL and Java in the isCOBOL Evolve documentation, under "Introduction", "The Basics".
One of the chapters is about class loading. The 2022 version of that documentation is at: Class loading (veryant.com)

There is a good article on Wikipedia: https://en.wikipedia.org/wiki/Classpath

Setting the Classpath
Solaris and Linux
http://java.sun.com/javase/6/docs/technotes/tools/solaris/classpath.html

Windows
http://java.sun.com/javase/6/docs/technotes/tools/windows/classpath.html

How classes are found
Solaris, Linux and Windows
http://java.sun.com/javase/6/docs/technotes/tools/findingclasses.html

JDK Tools and Utilities
http://java.sun.com/javase/6/docs/technotes/tools/