The first half seems all right, but it is possible to shorten it when you have it working and can lose the testing code. Blob in Java is actually an interface, so it doesn't have a constructor.
It is some time since I wrote any SQL, but I think you are looking for an INSERT via your connection. You may be able to pass the File object directly to your connection. I can't see anything corresponding to BLOBs in the Java Tutorials here, but it is a nice introduction to SQL. A little detail about BLOBs for MySQL here.