Gah, I can't find it! I had the code around here for a simple java based web browser that would show you how to do it.
Eh, found the code online at
http://www.dreamincode.net/code/snippet919.htm. If you look through that you will see how to set up a Swing panel to display a web page, which is how the camera natively outputs it's picture. Should be enough to get you started.
Edit: A bit more searching and I found
this, which seems to be a better example.