regarding your first question (how to set up JDK) I would recommend to
set the PATH variable such that the JDK\bin directory is included in
the PATH.
If you work under Windows I would recommend to check whether the
changes to environment variables have been performed only for the user
ID under which you have installed the JDK or for all users.
Unfortunately you haven't told us in which environment you're working.
As to the JDBC question I recommend you search the archive; just one
or two weeks ago there was a similar question where some URLs were given.