To use JDBC to connect to a database in Java, you will need to download and include the appropriate JDBC driver library for the database you want to connect to. Here are the general steps to download and include a JDBC driver library in your Java project:

1. Identify the JDBC driver library for your database.

Different databases use different JDBC drivers, so you will need to identify the JDBC driver library that is specific to your database. The driver library is usually provided by the database vendor, and can be downloaded from their website.

2. Download the JDBC driver library.

Once you have identified the appropriate JDBC driver library for your database, download the library from the database vendor's website. The driver library will typically be available as a JAR file.

3. Include the JDBC driver library in your Java project.

After you have downloaded the JDBC driver library, you need to include it in your Java project. The exact steps to do this may depend on your development environment, but generally you will need to add the JAR file to your project's classpath.

For example, if you are using Eclipse, you can add the JDBC driver library to your project's build path by right-clicking on your project in the Package Explorer, selecting "Build Path", and then choosing "Add External Archives". Browse to the location of the JDBC driver library JAR file and select it.

4. Use the JDBC driver library in your Java code.

Once you have included the JDBC driver library in your Java project, you can use it to connect to your database in your Java code. To use the driver, you will need to load it using the Class.forName() method, like this:

Class.forName("com.mysql.cj.jdbc.Driver");

Replace "com.mysql.cj.jdbc.Driver" with the fully-qualified class name of the JDBC driver for your database.

That's it! With these steps, you can download and include a JDBC driver library in your Java project, and use it to connect to your database in your Java code.