Pretty much everything you see is a JComponent. Top-level container (not a JComponent) is a JFrame, it contains one Container called the "contentPane" (which is a JPanel by default). The JPanel has a LayoutManager that determines how the child JComponents are laid out in the panel.

You can pop a non-modal dialog using JOptionPane.showMessageDialog().

A table of components.

A nice overview picture from http://java.sun.com/docs/books/tutorial/uiswing/components/toplevel.html: