SWT, the Standard Widget Toolkit, will help us to draw windows for the Java platform.

On this webpage you will find links to download last stable releases http://www.eclipse.org/swt/

Once downloaded, open Eclipse, right click on the Explorer tab, then : Import… > General > Existing Projects into Workspace.
Click Next then select the Select archive file option and browse until, for example for Windows OS, your swt-3.7.1-win32-win32-x86.zip file.

Click Finish.

Now in your Package Explorer you can see the org.eclipse.swt project.

Right click in this Explorer to create a new Java project named for example project1.

Right click on project1 > Build Path > Configure Build Path > Java Build Path.
On the right there are several tabs.
Select Projects and click Add…
Select org.eclipse.swt and click OK.

You project project1 is now linked with SWT and you can use its classes.