This week's book giveaway is in the OCAJP forum. We're giving away four copies of OCA Java SE 8 Programmer I Study Guide 1Z0-808 and have Jeanne Boyarsky & Scott Selikoff on-line! See this thread for details.
Pretty much the same way you would store anything in an array. You're posting in Intermediate - have you ever used a Java array? It's mostly straightforward. If you have any difficulties, please tell us, more specifically, what you're having trouble with. We don't want to explain every step along the way, after all.
Alternately, I suspect that this question may have been misguided in the first place. I think the question should have been, how should I store unique, non-null values into some sort of object that collects them efficiently? And the answer would be: forget about arrays, and take a look at the Set interface. HashSet would be the obvious choice for an implementation.
subject: unique and non null values in String array ?