The frame is an existing class (an object that we use).
These links (from Rogers Cadenhead's book) give you some good examples:

empty frame
http://workbench.cadenhead.org/book/java-24-hours/source/chapter13/SalutonFrame.java

check box demo
http://workbench.cadenhead.org/book/java-24-hours/source/chapter13/CheckBoxDemo.java

JLabel and JTextField
http://workbench.cadenhead.org/book/java-24-hours/source/chapter13/LabelAndTextField.java

JTextArea
http://workbench.cadenhead.org/book/java-24-hours/source/chapter13/TextBoxDemo.java

JButtons
http://workbench.cadenhead.org/book/java-24-hours/source/chapter14/Crisis.java