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The process of linking the Java program being executed on console to the SQL database established through XAMPP involves the following steps:

1. Importing necessary libraries: The first step is to import the necessary libraries to connect Java with the SQL database. These libraries include java.sql., java.io., java.util.* and javax.swing.*.

2. Establishing database connection: Next, establish a connection to the SQL database using the JDBC driver. This is done by creating an instance of the Connection class and specifying the database URL, username, and password.

3. Creating SQL queries: Once the connection is established, you can create SQL queries to access data from the database. These queries can be simple SQL statements like SELECT, INSERT, DELETE, or complex SQL statements like JOIN or IN clause.

4. Executing SQL queries: After creating the SQL queries, you can execute them using the executeQuery() or executeUpdate() method of the Statement or PreparedStatement class.

5. Processing query results: Finally, process the query results using Java code. You can retrieve data using the ResultSet class and display it on the console or GUI using Java.

Overall, the process of linking Java with SQL database involves establishing a connection, creating SQL queries, executing them, and processing the query results using Java code.