I assume you mean mock the Connection object? It's unclear if Connection is an interface or a class. Some mock object libraries only work on interfaces. Here are some of the more popular Java mock object libraries jmock, mockito and easymock
The basic idea would be to create a mock Connection
object and have it return data that you want to test.
For example using easymock:
String customerId =...
List<Order> myOrders = ...
Connection mockConnection = EasyMock.createMock(Connection.class);
EasyMock.expect(mockConnection.fetchOrders(customerId)).andReturn(myOrders);
EasyMock.replay(mockConnection);
//call system under test:
List<Orders> results = getOrders(mockConnection, customerId);
List<Orders> expectedResults = ....
assertEquals(expectedResults, results);