The code in a finally clause will never fail to execute, right? | Java Servlets

Using System.exit(1); in try block will not allow finally code to execute.

What mechanisms are used by a Servlet Container to maintain session information? | Java Servlets

Cookies, URL rewriting, and HTTPS protocol information are used to maintain session information

How can a servlet refresh automatically if some new data has entered the database? | Java Servlets

You can use a client-side Refresh or Server Push

Can we use the constructor, instead of init(), to initialize servlet? | Java Servlets

Yes , of course you can use the constructor instead of init(). There's nothing to stop you. But you shouldn't. The original reason for init() was that ancient versions of Java couldn't dynamically invoke constructors with arguments, so there was no way to give the constructur a ServletConfig. That no longer applies, but servlet containers still will only call your no-arg constructor. So you won't have access to a ServletConfig or ServletContext.

How can I send user authentication information while makingURLConnection? | Java Servlets

You'll want to use HttpURLConnection.setRequestProperty and set all the appropriate headers to HTTP authorization.

Request parameter How to find whether a parameter exists in the request object? | Java Servlets

1.boolean hasFoo = !(request.getParameter("foo") == null || request.getParameter("foo").equals(""));
2. boolean hasParameter = request.getParameterMap().contains(theParameter);
(which works in Servlet 2.3+)

What is new in ServletRequest interface? | Java Servlets

The following methods have been added to ServletRequest 2.4 version:
public int getRemotePort()
public java.lang.String getLocalName()
public java.lang.String getLocalAddr()
public int getLocalPort()