I have seen them. None of them works. Perhaps I need something to
install to. I've read somewhere, I need to have Java Webstart installed.
I wrote a simple code which creates frame with title and waits to be
closed.
Here is an example:
import java.awt.*;
import java.awt.event.* ;
import javax.swing.* ;
public class FirstWindow
{
  public static void main(String[] args)
  {
      JFrame.setDefaultLookAndFeelDecorated(true) ;
     
      JFrame frame = new JFrame("Title") ;
      frame.setDefaultCloseOperation(JFrame.EXIT_ON_CLOSE) ;
     
      JLabel emptyLabel = new JLabel("Simple") ;
      emptyLabel.setPreferredSize(new Dimension(200,100));
      frame.getContentPane().add(emptyLabel, BorderLayout.CENTER) ;
     
      frame.pack();
      frame.setVisible(true) ;
  }
}