I've done this for software I've written in the past, it's very handy. I did it by first creating an Interface that all my 'plugin' classes needed to implement. I then used the Java ClassLoader to load those classes and create instances of them.
One way you can go about it is this:
File dir = new File("put path to classes you want to load here");
URL loadPath = dir.toURI().toURL();
URL[] classUrl = new URL[]{loadPath};
ClassLoader cl = new URLClassLoader(classUrl);
Class loadedClass = cl.loadClass("classname"); // must be in package.class name format
That has loaded the class, now you need to create an instance of it, assuming the interface name is MyModule:
MyModule modInstance = (MyModule)loadedClass.newInstance();