This week's giveaway is in the EJB and other Java EE Technologies forum. We're giving away four copies of EJB 3 in Action and have Debu Panda, Reza Rahman, Ryan Cuprak, and Michael Remijan on-line! See this thread for details.
What's the URL suggested by the tutorial? I can't be bothered to go hunting for it. Is it "jdbc:mySubprotocol:myDataSource"? If so then you need to change it to "jdbcdbc:Coffees" or something like that. Then you need to run odbcad32.exe in Windows and set up a System DSN named Coffees. You need to set this up for the database that you've chosen to create your tables on. Follow the step-by-step instructions in the ODBC connection wizard, which are typically different for each type of database.
Alternatively you can follow Edward Chen's advice and forget about the JDBC/ODBC bridge driver and locate or download a JDBC driver specifically for your database of choice. These drivers typically come with instructions on how to use them from within Java.