Depends on what part you don't know how to do or are having problems with. Since this is the GUI forum, let's talk about that part of it.
You can't just write lines to a dialog. You will need something like a JTextArea, which would be the easiest, or you could create JLabels with the text from each line and put those on a frame of some sort.
I would recomend putting the text in a JTextArea. But before we go any further, have you done any GUI programming in Java? What are you going to need help with?