Suggest me a link to learn Java GUI creation.
I'd suggest the official Java Tutorial: http://java.sun.com/docs/books/tutorial/uiswing/
Note that this is a rather large area and may be hard to learn properly. Don't be discouraged :)
Try IntelliJ IDEA. It's a GUI designer that can generate code.
But before you do that, read what AWT and Swing are, what is lightweight/heavyweight, paint/update/repaint and how layouts work.
Good luck!
http://www.tutorialized.com/tutorials/Java/Swing/1,
A whole range of tutorials submitted by users, very nice.
I'd go with Java Swing Tutorial. This should introduce you to some easy examples of GUIs and give you some cool widgets to place with.
Also, if you're looking into buying books, I know that the Head First book series do a very good Java Book which is what I first read to introduce me to it. It has a very good GUI section where you make a music player. Very well written, and in some parts humorous book. Worth the money, I'd say!