JUnit stopped having graphical runners following the release of JUnit 4.
If you do have an earlier version of JUnit you can use a graphical test runner by entering on the command line[1]:
java junit.swingui.TestRunner [optional TestClass]
With the optional test class the specified tests will run straight away. Without it you can enter the class into the GUI.
The benefits of running your tests this way is that you don't have the overhead of an entire IDE (if you're not already running one). However, if you're already working in an IDE such as Eclipse, the integration is excellent and is a lot less hassle to get the test running.
If you do have JUnit 4, and really don't want to use an IDE to run the tests, or want textual feedback, you can run the text UI test runner. In a similar vein as earlier, this can be done by entering on the command line[1]:
java junit.textui.TestRunner [TestClass]
Though in this case the TestClass is not optional, for obvious reasons.
[1] assuming you're in the correct working directory and the classpath has been setup, which may be out of scope for this answer