If you are using a 32bit Operating System then the installation process for Teradata 12.0 Express will not install the SQLJ capability as Java and SQLJ are only supported on 64bit. However, it is possible to override the default behaviour (but remember NOT Supported).

My personal cheat sheet for this reads as follows:

Start -> Teradata Database -> Teradata Command Prompt
dbscontrol
mod int = true
mod int 119=2
write
quit

Start -> Teradata Database -> Database Window -> Supvr
In the Supvr Window.
start DIP
<Your DBC Password>
14 (for DIPSQLJ)
N

When you explore your Database in Teradata IDE you should now see the SQLJ schema and it's Stored Procedures and Views.

SQLJ Schema