Connecting to the Oracle Server

I want to write a small application which will connect to the Oracle Server (10g).
I have downloaded the ojdbc14.jar from the Oracle site. What should I do with it now ?
Someone told me that you have to add it to classpath. Which classpath ? the systems ? or in the project itself ?
and how will I be able to connect to it ? I mean which api(s) should I use.
Can anyone help me please

It should be in the classpath of your application that connects to DB.

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