I need to do load testing on in memory databases.
I want to use JMeter and am under the impression I need to write a class that implements JavaSamplerClient.
Dmitri and Imen's answers are correct.
Here is a working example project.
It uses Gradle and includes instructions on how to build and execute it. It should be a good reference point.
https://github.com/dgroomes/jmeter-playground
Also, here is the official JMeter documentation on making your custom plugin available in the JMeter tool: https://jmeter.apache.org/usermanual/get-started.html#classpath.