This week's book giveaway is in the OCAJP 8 forum. We're giving away four copies of OCA Java SE 8 Programmer I Study Guide and have Edward Finegan & Robert Liguori on-line! See this thread for details.
Usually one uses a JTree to display any directory structure or more specifically a parent/child hierarchy. So the short answer would be, you cannot.
However if you can provide us some more details on what you are trying to achieve, we can help point you in the right direction.