We have left this big subject towards the end of the course because if you are going on to use Java on web servers you will use other techniques for the user interface, not covered here: JSP (Java Server Pages) or perhaps JSF (Java Server Faces). See the Java EE API for more details.
These 2 packages provide support for graphics and GUIs.
java.awt (abstract windowing toolkit) was the original package.
Java 2 (ie, version 1.2 onwards) added a major improvement with a large package called javax.swing - an extension to Java 1.1 (hence javax) but a core package since 1.2.
javax.swing offers enhanced alternatives to many of the classes in awt, often by prefixing letter J to the class name, but awt is not superceded. Generally use the Swing alternatives if possible.
Swing and awt are collectively known as JFC (Java Foundation Classes). There are many sub-packages of each.