Short answer, Yes. I wrote one Applet in my life, years ago in a tutorial. and it went both ways. Long answer, how to do it ... I don't know the long answer. Both Applet and Frame are derived from Container. Maybe that is a hint.
A good question is never answered. It is not a bolt to be tightened into place but a seed to be planted and to bear more seed toward the hope of greening the landscape of the idea. John Ciardi