Hard to say since master is a big
word. In any case, that depends if your interested in doing it from code only or are planning in using an
IDE form palettes.
A good place to start could be
oracle swing tutorial. There are a lot of books out there that cover a lot of content of the swing api.
It all ends up in having smaller questions like how I make a menu that looks like office 2007? Ans. You could use flamingo instead of the normal menu.
How I add Drag and Drop functionality to something or things like that.