Take a look at the JSTL (
Java Standard Tag Library) SQL & Core Taglibs. You'll want to use the <sql:query> tag to query your database, then use the <c:forEach> tag to iterate through the row set, placing the value in your list. You'll also need to create your datasource and
JDBC connection in your web application. All this is not something that can be explained in a few sentences. I'd recommend taking a look at one of the many books available on JSTL and/or JavaServer Pages.
JavaServer Pages 2nd Edition (for
JSP 1.2 & JSLT 1.0) by Hans Bergsten (published by O'Reilly) has a nice chapter on the subject of database access using JSP. The third edition (on JSP 2.0 & JSTL 1.1) was recently published also.