To use AddToClassPath, you first need to load J/Link using Needs["JLink`"].
If you specify a directory, it will be searched automatically for .jar and .zip files, in addition to appropriately nested .class files, so you do not have to name .jar or .zip files explicitly.
Changes take effect immediately and apply only to the currently running Java runtime.
If you quit and restart Java, you will need to call AddToClassPath again.