Have a look at the geotools tutorials - for direct access to shape files. - http://docs.geotools.org/latest/userguide/tutorial/index.html
You can use the same "Connection parameters" (i.e. a single URL) when adding a shapefile to the uDig catalog (so you can use the AddLayer command to add it to your map). - http://udig.refractions.net/confluence/display/DEV/2+Catalog Jody
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