How do i connect an SQL file to my Bluej application?

I really am new at this, and I don't really know what I'm doing so please be gentle. I have a blueJ program and an SQL database to connect it to. I have a .jar library to connect it but where exactly do I save the library and where exactly is that location stored? here, right?

    try
    {
        String user = "root";
        String pass = "12345";
        String url = "jdbc:mysql://localhost/mydb";
        Class.forName("com.mysql.jdbc.Driver").newInstance();
        conn = DriverManager.getConnection(url, u开发者_StackOverflow社区ser, pass);
        System.out.println ("Database connection established");
    }

But in

String url = "jdbc:mysql://localhost/mydb";

The location is different from where I currently have my sql file and jar library stored, so I need to change this line to the location of the file and library? Is that right?

To be a numskull here, if I just saved it to the C drive (for the sake of easy understanding) how would I rewrite that line to point there?

Thanks. Whew.

import java.sql.*;

public class MysqlConnect{
  public static void main(String[] args) {
    System.out.println("MySQL Connect Example.");
    Connection conn = null;
    String url = "jdbc:mysql://localhost:3306/";
    String dbName = "jdbctutorial";
    String driver = "com.mysql.jdbc.Driver";
    String userName = "root"; 
    String password = "root";
    try {
      Class.forName(driver).newInstance();
      conn = DriverManager.getConnection(url+dbName,userName,password);
      System.out.println("Connected to the database");
      conn.close();
      System.out.println("Disconnected from database");
    } catch (Exception e) {
      e.printStackTrace();
    }
  }
}