Most likely, the reason for which you are getting the error, is due to the fact that you are not registering the driver (using reflection...) before actually using it for establishing a connection and so on.
Presumably you will want to do something along the lines of Class.forName("driver")
and then cast that if necessary and then registering it in the DriverManager before calling the getConnection()
method.
Here is a very useful link that might help you out in solving the issue:
http://www.kfu.com/~nsayer/Java/dyn-jdbc.html
However, if you really want to use a local database/file you might want to have a look at SQLite, that might be one way to go about it, although I recommend going for the MySQL approach, as it is a lot easier to configure and learn how stuff works with JDBC.
If you are still considering SQLite check this out:
I see you need some guidance in importing external .jar files into your code (i.e. 3rd party libraries like the ones you will be using for a JDBC driver). Are you using an IDE (e.g. Eclipse, Netbeans, etc.) or are you writing in a text editor and compiling manually?