A lot of the details on this sort of coding is posted on the CVP Developer's forum.

You should start small. Get the configurable action element template and build one  that does something trivial. Like take some settings and write them to the activity log. Learn where the configurable action element needs to be in Studio for it to see it, to appear in the Gallery, and learn where it needs to be on the VXML server in order to execute.

On the JNDI side, learn how to configure server.xml and context.xml for JNDI, learn where you must place sqlserver.jar so that Tomcat can see it, and use the standard Database Element in a simple app to fetch something from the DB.

Now you need to get to the coding. I always build a standalone Java app that I can call from the command line and build a method in this that does the heavy lifting, and once I have this working I copy the entire method into the configurable action class I am building. If changes are to be made, I go back to my test class and change the method, then copy it again.

Obviously you can't use connection pooling in your test class so you will have something like

        String connectionUrl = "jdbc:sqlserver://" +

                               databaseServer +

                               ":" +

                               databasePort +

                               ";" +

                               "databaseName=MyDatabase;user=" +

                               databaseUser +

                               ";password=" +

                               databasePassword;

          Connection con = null;

          Class.forName("com.microsoft.sqlserver.jdbc.SQLServerDriver");

          con = DriverManager.getConnection(connectionUrl);