In addition to everything Griff said, you can look at Hibernate/JPA for database connectivity.
Your relational data. Objectively. - Hibernate ORM[
^]
What is JPA? Introduction to the Java Persistence API | InfoWorld[
^]
It really does sound like you have a lack of base understanding of programming and how to use libraries. For Java you're going to want to look into either Maven or Gradle for dependency management. Aside from that, look at the documentation pages and learn how to use them.
Also your statement of
"Nothing is p;rovided by these databases to java" is completely incorrect. Pretty much every database provider has Java implementations of database connectors, in this case they would be JDBC connectors, as
proven by this Microsoft SQL JDBC connector[
^]