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Good. This also will help you be able to debug and test smaller units of code in isolation from other code which is always a good thing. If you do this, then you'll also want to take care that the...

Yes, the database code should be in different classes, and no, not in the main method. You will want to read up on creating and using classes as well as OOP principles.

Yes, you are right -- a Thread.sleep(...) as no business being there, so get rid of it. Next -- why are you using a Swing Timer here in the first place? What purpose does it serve in this code?...