To wait, you simply do nothing, or rather, you invoke show() on your form and do nothing. Swing has control at this point (or at least that's an easy way to think about it). Swing waits for an event to be handed to it as the result of the user pressing something.
Suppose that the item pressed is a JButton which you have called "Next Test". Swing will cause this button to fire an ActionEvent. "firing" means that the button will broadcast the event to any listeners which have registered with this button for ActionEvents (ActionListeners). Each listener will have its actionPerformed() method invoked with the ActionEvent as an argument.
This is where you get control back. You must build an ActionListener with an actionPerformed() method which, in this case, shows a form with the next test. There are various ways to go about this. I would recommend going through the Swing thread of the Java Tutorial: tutorial
By the way the particular Swing topic here is "event handling" and you will be learning to write event handlers. This may seem a bit intimidating at first, especially if you have not met up with anonymous classes yet, as this is the most natural way to build an event handler. But it's not really very hard.
Its also worth pointing out that there is a bit of a paradigm shift here. You are used to always having control of the program flow, but in Swing as in all GUI programming, you show the user something and then do nothing - invoking show() gave control back to the system. When something happens, the system will raise an event which causes one of your event handlers to get control. You then take appropriate action and, almost always, relinguish control again by invoking show() on something. This is the rhythm of GUI programming.
A-n-d one more thing: show() is a deprecated method - you're supposed to say setVisible(true). IMHO this is baloney - I use show() because its short and says what it is. So do what you like.