In Java, the URL and URLConnection classes are used to connect to a web server and retrieve data from it. The URL class represents a Uniform Resource Locator (URL), which is the address of a web page, while the URLConnection class represents a connection to that URL.

Here is an example of how to use URL and URLConnection in Java:

import java.net.*;

public class URLDemo {
    public static void main(String[] args) {
        try {
            URL url = new URL("https://www.example.com");
            URLConnection connection = url.openConnection();
            connection.connect();

            System.out.println("Content-Type: " + connection.getContentType());

            BufferedReader reader = new BufferedReader(new InputStreamReader(connection.getInputStream()));
            String line;
            while ((line = reader.readLine()) != null) {
                System.out.println(line);
            }
            reader.close();
        } catch (IOException e) {
            e.printStackTrace();
        }
    }
}

In this example, a URL object is created using the address "https://www.example.com". The openConnection() method is called on the URL object to create a URLConnection object, which represents the connection to the URL. The connect() method is called on the URLConnection object to establish the connection.

Once the connection is established, the getContentType() method is called on the URLConnection object to get the content type of the resource at the URL, which is printed to the console. The getInputStream() method is called on the URLConnection object to retrieve the data from the URL as an input stream. This input stream is then wrapped in a BufferedReader, which is used to read the data line by line and print it to the console.

Note that the IOException is thrown in case there is an error in opening a connection or reading data from it.

It is important to close the BufferedReader object and the connection using the close() method once we are done working with them, in order to free up system resources.