I am new to Java Swing application development.

I am looking to place a panel inside the window with title bar like Advanced JTable Demo, GUI Components of below image. How can I add them to window in Netbeans?
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Create a JPanel for your main panel that uses a BorderLayout. Then create a Title panel and add it to the NORTH or the main panel. Then create a second panel for all your other components and add it to the CENTER of the main panel.
In other words there is no component that does what you want, you need to create one.