Here you will find a JDO sample program. I wrote it to explore this new emerging technology. It won't teach you JDO, but shows basic usage.
JDO is currently part of the Java Community Process. The homepage is at http://jcp.org/jsr/detail/012.jsp.
The reference implementation can be downloaded from http://access1.sun.com/jdo/.
An alternative, commercial implementation supporting various SQL-databases is available from http://www.techtraders.com/products/jdo.html.
You can download the source tarball jdo-samples-1-src.tgz (about 13Kb). Compilation should be no problem, once you have the reference implementation installed properly. See the file README for details.