If you mean a graphical user interface, you could use Swing (don't do this), or something like wx4j (wxWidgets for Java; never used this, but wxWidgets for Python is great).
Java applets can draw directly on a canvas object, using a somewhat simplified (read: better-than-Swing) API. Look up some tutorials.
Perhaps, I should've been more specific. I'm looking at how to make graphics similar to the ones they use in RuneScape. Yes, 3-D, to easy the question.
Java can basically blit 2D graphics, and has basic 3D capabilities. Almost anything you can make via image/polygon editors, you can blit. Of course, there are better libraries out there, and because of Java's awkward implementation of video memory, you can't do as much as you can in other languages, but for simple things, you can find ways to do just about anything.
And just to prepare for possible Java-based rants... :D
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