And now you want to select some students and add them to some table in some database, is that so? I think you only have to put this inside a form and submit it to the server, then in the servlet you get the values and in the Data Access Class you do the database operations. By the way you should always do something like this, not coding java directly in the JSP, and definitly not doing the SQLs in the JSP, have a look at the Model View Controller: http://java.sun.com/blueprints/patterns/MVC.html
Basically what MVC means is that in the JSP you only show things and there you call the Servlet, which interpretate the data and send it to other classes which have the logic of the applicacion, as you are learning I think is good to learn correctly how to do things and putting all the logic in the JSP is not the best way. Take a look to the tutorials and documentation: http://java.sun.com/javaee/5/docs/tutorial/doc/bnadr.html
But going back to your problem, how do you want the students to be inserted in the database? Is the first thing you have to decide. At this point you have a screen with some students and checkboxes but how are you going to tell the applicacion which students are going to be inserted in the table? You need a button or a link or whatever to submit the data...
actually this code have a submit button to post on the servlet i only removed because im not sure how do to once im already in the servlet, how to retrieved all selected student using check boxes and save mutliple data in the table