Java is a programming language originally developed by Sun Microsystems and released in 1995 as a core component of Sun Microsystems' Java platform.
You can access relational databases using the JDBC API. If you need a free relational database, try Cloudscape (Derby I think the open source version is called). You can find plenty of JDBC tutorials...
I'd suggest you take a look at Xerces at http://xml.apache.org
AFAIK it's a useful, fully-featured open source XML-parser with complete documentation and javadocs. Never dug through that...