I don't believe it can. I'm not sure which OS it is running. If it is an Android powered phone, it can run Java apps since most applications for it are written in Java and Google stole err, borrowed, Java code from Oracle. As for running a generic Java application from a microSD card as though it were on a desktop, that would be a longshot given the differences between the platforms.
Many featurephones that don't run any common smartphone OSes are difficult to work with given the scattershot nature of development. Many featurephones use BREW which can use Java to an extent.