How can I connect to ArcSDE?

Basically you have to provide the same parameters as you would when configuring a GeoTools datastore. In case of the ArcSDE (from the GeoTools website):

<layerModelFactory id="arcSDE_example">
    <factoryClass>GeotoolsLayerModelFactory</factoryClass>
    <parameterMap>
        <parameter name="dbtype" value="arcsde" />
        <parameter name="server" value="a_database_server(localhost?)" />
        <parameter name="port" value="a_port_number" />
        <parameter name="database" value="database_name" />
        <parameter name="user" value="some_user_name" />
        <parameter name="password" value="some_password" />
    </parameterMap>
</layerModelFactory>

More information from the GeoTools website:
http://geotools.codehaus.org/ArcSDE+Plugin
http://geotools.codehaus.org/ArcSDE+snippets