This week's book giveaway is in the OCPJP forum. We're giving away four copies of OCA/OCP Java SE 7 Programmer I & II Study Guide and have Kathy Sierra & Bert Bates on-line! See this thread for details.
With the help of java.io.File you are able to retrieve all the information about files and directories. Then with the help of those information and swing/awt componets you will be able to create application like explorer.