Implementing JUnit in a project that it's almost done

Hi,
I'm trying to use JUnit in a Java project that it's almost done. I don't know if it is a good idea, because it's on the final stage (you know, the boss is the boss). Some suggestions? But if somebody believes that it's possible, I have a question, how I can test only a class or method, if this class or method needs objects or data to make calculations? This means, before load the test class I need some objects or data and the test class take this objects to search in a database, get info and then make the calculation. Some ideas?

Thanks