The link which Haina posted is where you should start. Notice that the very first paragraph says
The tutorial wrote:If you've never written a regular applet before, we urge you to read that trail before proceeding with this section.
That applies to you. Follow the link. There's an enormous amount of data available in those tutorials for those who read it. So read it. Take the examples and download them to your machine. Play around with them and make them do different things. When you have specific questions come back and ask them here, because that's what the forum is for.