Do you have a question about this? What do you have so far? Also, you should clarify what "client" is - a web browser? The Swing app that display the response?
If you're looking for a Swing web browser component, check out Lobo (on SourceForge)
The response to an HTTP request will be received where it was sent - in the web browser. If some other application also needs to be notified, then the server must have a connection to it. Maybe the Swing app can open a socket connection to a server component running as part of the servlet container that receives the request from the browser.
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