https://www.spigotmc.org/threads/using-mysql-with-java-basic-tutorial.222291/ Most of the time, people can get away with this, depending on the size of your project I would recommend using this until you understand the basis of MySQL.
Use HikariCP to create connection pools instead of creating a new connection for each statement. From my understanding you can call these methods asynchronously.
Once you get to the point where you worry about persistence/ORM stuff, I'd recommend to give Hibernate a shot.