In this documentation:

• Driver Class Name - The Java class name for the appropriate database driver. This will depend on the JDBC driver, and will be found in the documentation for your database. You will also need to put the appropriate database driver 'jar' file in the server's classpath. For the standalone version, this means copying the jar file into the <confluence-install>/lib directory.

It means direct JDBC connection will need the database driver in the <confluence-install>/lib directory.
However, for this documentation:

Please note, we bundle a number of JDBC drivers with Confluence, as shown below. You do not have to download or install the drivers for the relevant databases, if you are using a direct JDBC connection. If you are connecting via a datasource, you will still need to download and install the drivers manually.

There is no need to do anything for direct JDBC connection but need to do something for datasource connection.
Furthermore, on this documentation:

• If you are configuring a datasource to connect to your PostgreSQL database, you will need to place the jar file in <confluence install>/WEB-INF/lib (for Confluence 2.10 onwards) or <confluence install>/common/lib (for earlier versions).

Somehow I need to place the database driver to <confluence install>/WEB-INF/lib (for Confluence 2.10 onwards) or <confluence install>/common/lib (for earlier versions) if using datasource connection?

The correct way

• Direct JDBC connection - no need to remove the database driver (bundled)
• Datasource connection - need to place the database driver from <confluence install>/confluence/WEB-INF/lib to <confluence install>/lib