How to test DAO methods using Mockito?

I've started to discovered Mockito library and there is a question for which I didn't find the proper answer.

If I have for example such method in my UserDAO class that saves user in database:

public class UserDAO{
...
 public void create(User user) {
        Connection connection = null;
        PreparedStatement pstmt = null;
        ResultSet generatedKeys = null;
        try {

            connection = getConnection();
            pstmt = connection.prepareStatement(INSERT_USER,
                    PreparedStatement.RETURN_GENERATED_KEYS);
            int counter = 1;
            pstmt.setString(counter++, user.getFirstName());
            pstmt.setString(counter++, user.getLastName());
            pstmt.setString(counter++, user.getEmail());
            pstmt.setString(counter++, user.getPassword());
            pstmt.setString(counter, user.getRole());
            pstmt.setString(counter, user.getLang());

            pstmt.execute();
            connection.commit();
            generatedKeys = pstmt.getGeneratedKeys();

            if (generatedKeys.next()) {
                user.setId(generatedKeys.getInt(Fields.GENERATED_KEY));
            }
        } catch (SQLException e) {
            rollback(connection);
            LOG.error("Can not create a user", e);
        } finally {
            close(connection);
            close(pstmt);
            close(generatedKeys);
        }
    }
  ....
}

How should I test it ?

If I want to test for example a DAO class then I need to create a DataSource mock, Connection mock, ResultSet mock etc ? And so not to test the database itself ?

But what if I want to also test the behavior of dao and database ?

Would you please prodce some code samples, links that could be helpful.