Welcome to J2EE world a good move for every programmer!

It seems that you want to develop a desktop application, if it is true then you properly will use Java Swing Technology. About Java Swing take a look at:
http://java.sun.com/products/jfc/tsc/
http://java.sun.com/docs/books/tutorial/index.html
java.sun.com/.../index.html

After you get familiar with Swing concepts. Then you can use it components. Well there are some standard gird (named Table in java) components, please see below:
java.sun.com/.../components.html

If you are using some enhanced IDE's like Jbuilder, there are even better grid  Components there. There you can find grid components that can access to Database, navigate data, sort, filter ...

Mean while do not forget that there are lots of Open Source softwares in Java, I believe that you can find many open source grid components on sourceforge.org.