Exception in thread "main" java.lang.ClassNotFoundException:
  com.microsoft.sqlserver.jdbc.SqlServerDriver
at java.net.URLClassLoader$1.run(URLClassLoader.java:366)
at java.net.URLClassLoader$1.run(URLClassLoader.java:355)
at java.security.AccessController.doPrivileged(Native Method)
at java.net.URLClassLoader.findClass(URLClassLoader.java:354)
at java.lang.ClassLoader.loadClass(ClassLoader.java:424)
at sun.misc.Launcher$AppClassLoader.loadClass(Launcher.java:308)
at java.lang.ClassLoader.loadClass(ClassLoader.java:357)
at java.lang.Class.forName0(Native Method)
at java.lang.Class.forName(Class.java:190)
at javaapplication1.JavaApplication1.main(JavaApplication1.java:30)

public static void main(String[] args) throws ClassNotFoundException, SQLException {
    String url = "jdbc:sqlserver://.\SQLEXPRESS;databaseName=Northwind; Integrated Security = SSPI ";

    Connection con = null;
    Statement stmt = null;

    ResultSet rs = null;
    try {
        Class.forName("com.microsoft.sqlserver.jdbc.SqlServerDriver");

        con = DriverManager.getConnection(url);
        String sql = "Select Top 3 from * person.Contact";
        stmt = con.createStatement();
        rs = stmt.executeQuery(sql);
        while (rs.next()) {
            System.out.println(rs.getString(1));
        }
    } catch (Exception e) {
        e.printStackTrace();
    }
}

Class.forName("com.microsoft.sqlserver.jdbc.SQLServerDriver");

String url = "jdbc:sqlserver://YOUR PC NAME;instanceName=SQLEXPRESS;DatabaseName=dbname;integratedSecurity=true";

Class.forName("com.microsoft.sqlserver.jdbc.SQLServerDriver");
Connection myCon = DriverManager.getConnection(url);

Statement myStmt = myCon.createStatement();
ResultSet myRs = myStmt.executeQuery("select * from table name");