Question 1 :
How can I send user authentication information while making URL Connection?
You'll want to use HttpURLConnection.setRequestProperty and set all the appropriate headers to HTTP authorization.
Question 2 :
Can we use the constructor, instead of init(), to initialize servlet?
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.
Question 3 :
How can a servlet refresh automatically if some new data has entered the database?
You can use a client-side Refresh or Server Push
Question 4 :
The code in a finally clause will never fail to execute, right?
Using System.exit(1); in try block will not allow finally code to execute.
Question 5 :
What mechanisms are used by a Servlet Container to maintain session information?
Cookies, URL rewriting, and HTTPS protocol information are used to maintain session information