When you install Apple's developer tools on your hard drive, there will be some Java sample code for developing desktop applications: For example, see SwingSet2:
Apple also provides a default "look-and-feel" as Aqua for their implementation of Java SE.
Apple also provides a simple Mac OS X Swing application template. Even if you don't plan to use XCode, you can open XCode, choose "New Project...", and choose the "Swing Application" project and see Apple's idea of a simple Swing app.
Apple provides the following interface and classes that are useful to make a Mac applicatioin be more "Mac-like":