Having completed the service layer of Bank Account service in Kata #2, you now have a list of functions that DAO classes should provide. In this kata, you are to TDD them.
Keep in mind that the DAO interfaces that you have got from Kata#2 should serve as the requirement documentation for DAO layers. You should design tests against it, not the requirements for the service layer listed in Kata#2.
We don't mock DBs to test DAO classes, as DB behavior is too complicated. We use real DBs instead. Nevertheless, being unit tests, the DAO tests should be able to run on any machine without depending on the existence of a DBMS. Therefore, use of an in-memory DB such as H2 is recommended.
In the case of integration tests, you might want to use production DBs instead of an in-memory one. However, in any case, you should take care that each test sets up its own sample data and cleans up afterwards. You can find a mini sample of an DB test using DBUnit here