You have to create a JTableModel that represents your Table.
Additionally, you might want to create a fillWithData-Methode, that
fills the table with the values from the DB (e.g. select * from table).
Also you have to rewrite the setValueAt-Methode:

   public void setValueAt(Object value, int row, int col) {
       Vector rowData = (Vector)data.elementAt(row);
       rowData.setElementAt(value,col);
       data.setElementAt(rowData,row);

       String query = 'your update-query for this field'
      ...the code to send this to your db.

       fireTableCellUpdated(row, col);

   }

Then create your Swing Code:

e.g.:
JTable table = new JTable(new MyTableModel("select * from table"));
JScrollPane scrollPane = new JScrollPane(table);

If you want to add some new rows to your table, you have to implement
your own methods.

Hope this helps.  

Regards Fredy

You can use http://butler.sourceforge.net. Try the class
RecordListTable that are a database-aware JTable.

/Fredrik