but I will no draw an oval or anything from the Graphics package.
The way to draw on a component in
Java is to subclass the component and override the paintComponent(Graphics) method. Then Java will call this method when the window needs to be painted. If you try to do it the way you're doing it, then as soon as the window is resized, moved, overlapped, etc, the picture will disappear and never come back.
What you need to do is:
1) Make a subclass of JPanel.
2) Override the paintComponent() method. Do the drawing in that method.
3) When you create a JFrame in response to your menu pick, also create am instance of your JPanel subclass and add it to the JFrame's contentPane -- i.e., myFrame.getContentPane().add(new MyJPanel()) .
That'll do it!