Here is an example that retrieves the countries name from the MS Access database and shows into jlist. Here data is our dsn name.

import java.awt.*;
import java.sql.*;
import javax.swing.*;

public class JListExample extends JFrame {

        JPanel panel = new JPanel();

        public JListExample() {
                panel.setLayout(null);
                try {
                        Class.forName("sun.jdbc.odbc.JdbcOdbcDriver");
                        Connection con = DriverManager.getConnection("jdbc:odbc:data");
                        Statement st = con.createStatement();
                        ResultSet rs = st.executeQuery("select * from countries");
                        String data = "";
                        while (rs.next()) {
                                data += rs.getString("countryname") + " ";
                        }
                        String db[] = data.split(" ");
                        final JList list1 = new JList(db);
                        JScrollPane pane1 = new JScrollPane(list1);

                        pane1.setBounds(10, 10, 100, 100);
                        panel.add(pane1);
                        add(panel);
                        setSize(250, 150);
                        setVisible(true);
                } catch (Exception e) {
                }
        }

        public static void main(String[] args) {
                new JListExample();
        }
}