If you connect java application with your MySql Server the first requirement is, java run time enviourmant. 

For compilation of java program, you need a java copliler (Javac).You can get this complier from java software devlopment kit.

Now, Connecting to the MySql Server:

The following short program, connect.java shows that how we connect and disconnect from server running on the local host.So, here is the programm

import java.sql.*;   public class Connect   {       public static void main (String[] args)       {           Connection conn = null;           try           {               String userName = "testuser";               String password = "testpass";               String url = "jdbc:mysql://localhost/test";               Class.forName ("com.mysql.jdbc.Driver").newInstance ();               conn = DriverManager.getConnection (url, userName, password);               System.out.println ("Database connection established");           }           catch (Exception e)           {               System.err.println ("Cannot connect to database server");           }           finally           {               if (conn != null)               {                   try                   {                       conn.close ();                       System.out.println ("Database connection terminated");                   }                   catch (Exception e) { /* ignore close errors */ }               }           }       }   }

 Now, after that compile connect.java to produce connect.class that contail a executaible code in it.

 % javac Connect.java

then with class file you can connect and disconnect connection with MySql Server

% java Connect   Database connection established   Database connection terminated
If you found any problem in connection then check that you have a Java software devlopment kit 
and make sure that MYSQL Connector/J driver is listed in your ClassPath Enviourmant Variable