Not on a portable (
Java == Write Once/Run Anywhere) basis. First, because the applet is USUALLY actually in some sort of framing structure inside some sort of page-display area inside a Browser that controls one or more frame windows (except in Mozilla, there's also tabbed panes!). In some systems, each of these containers qualifies as a type of "window", so you'd have to qualify your search.
Secondly, because the constitution of a "window" varies according to the OS (and browser) being used. Since 100% pure Java is portable, it has no support for OS-dependent constructs. You have to escape out into JNI to latch onto OS-specific resources.
Finally, because while a browser is the most common container for an applet, it's not the only one. With a little work, you could probably run an applet inside an Excel spreadsheet, but the appletviewer program is a very common example of this case.
It can be done, but you have to pretty much abandon portability and invoke JNI to do so. And how you do it would depend on that you plan on doing with the window once you got it.