To insert data from external application to Salesforce, create() method is used.

create ()

create () add one or more new records to your organization’s data. Use create () to add one or more records, such as an Account or Contact record, to your organization’s information. create () call is analogous to the INSERT statement in SQL.

Syntax

SaveResult[] = connection.create(sObject[] sObjects);

where connection is an object of EnterpriseConnection.

Sample JAVA Program to Insert data into Salesforce

http://infallibletechie.blogspot.in/2012/11/inserting-data-into-salesforce-using.html