You usually don't, because Java's standard way is to let the window
decoration be painted by the native graphics system, outside of Java's
control.

You can tell Java to paint it them self on some platforms in some PLAFs,
but you still don't have an API. There might be ways to change the font
in this cases, but I never came around to investigate this in detail.
You have to look into the implementation to figure out if there is some
back door, like using HTML labels or properties.

/Thomas