Anyone know how to do draw sth similar to this in Java and working for Linux and or Mac?
We’re trying to do an introduction tutorial for JDownloader this way.

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It is called a popover and is an Objective-C component. Your best bet would be to extend JComponent and do a custom component by overriding
paint(Graphics g). I dont know of any libraries with the popover, but some google-fu may lead you to one.