Can we use MS SQL server for memcache in java

1.Do i require any memcached server to demonstrate this or i can do it without any Memcached server?

2.I have connected my java code to sql server to query and connection is working gud. But i have seen that i require application servers to provide the facility for caching.Is it correct or i can do caching with the help of my system only??

3.If i don`t require any application server then how do i implement the concept of buckets in my system.Or i don`t require using buckets concept??

4.I m actually very confused about these application server and database server difference So can anyone please try to tell me how should i go with the code?

Thanks in advance.
Hellexx