You need to specify that the encoding scheme is UNICODE when you are creating your table (and database and tablepsace) by using the CCSID UNICODE clause.
According to the documentation:
By default, the encoding scheme of a table is the same as the encoding scheme of its table space. Also by default, the encoding scheme of the table space is the same as the encoding scheme of its database. You can override the encoding scheme with the CCSID clause in the CREATE TABLESPACE or CREATE TABLE statement. However, all tables within a table space must have the same CCSID.
For more, see Creating a Unicode Table in the DB2 for z/os documentation.
You are able to create tables via Java/JDBC, but I doubt that you will be able to create databases and tablespaces that way. I wouldn't recommend it anyway, I would find your closest z/os DBA and get that person to help you.