This is not the James who wrote the Epistle of James. That was James the brother of Jesus, who disbelieved in Jesus during his life and came to believe in him after his resurrection. That James (the brother of Jesus) is known as James the Just, and he headed up the church at Jerusalem.
The James whose life and martyrdom we celebrate today was the brother of John; they were "the sons of Zebedee". Tradition tells us that Zebedee ran a successful fish-market business and even supplied some of the notable Temple figures with their fish.
They are believed to have been cousins of Jesus. Perhaps it was in the light of this that their mother asked Jesus to let her sons sit on his left and right side when he came into his kingdom and glory. Jesus was non-committal.
James was one of the inner circle consisting also of Peter and his brother John. They witnessed Jesus' transfiguration and were invited to accompany Jesus during his agony in the garden of Gethsemene. Jesus called them the sons of Thunder. On one occasion, travelling through Samaria, they asked Jesus if he wanted them to call down fire on a town in Samaria which had rejected them. Jesus declined their offer.
While his brother John apparently lived on to a ripe old age in the city of Ephesus, James was killed under King Herod Agrippa I, the first of the Twelve to be martyred for his faith and the only one of the Twelve whose martyrdom is recorded in Scripture.
We do not know how he handled his execution; he could hardly have done better than the Church's first martyr, Stephen, who said, "Lord do not hold this sin against them", and, "into your hands, Lord Jesus, I commit my spirit".