This example creates a console window using a JTextArea which shows all output printed to System.out and System.err. System.out and System.err are replaced with piped io streams. Two reader threads are created that retrieve the output from these piped io streams and append it to the JTextArea component. 
    import java.awt.*;
    import java.awt.event.*;
    import java.io.*;
    import javax.swing.*;
    import javax.swing.event.*;
    import javax.swing.text.*;
    
    public class Console extends JFrame {
        PipedInputStream piOut;
        PipedInputStream piErr;
        PipedOutputStream poOut;
        PipedOutputStream poErr;
        JTextArea textArea = new JTextArea();
    
        public Console() throws IOException {
            // Set up System.out
            piOut = new PipedInputStream();
            poOut = new PipedOutputStream(piOut);
            System.setOut(new PrintStream(poOut, true));
    
            // Set up System.err
            piErr = new PipedInputStream();
            poErr = new PipedOutputStream(piErr);
            System.setErr(new PrintStream(poErr, true));
    
            // Add a scrolling text area
            textArea.setEditable(false);
            textArea.setRows(20);
            textArea.setColumns(50);
            getContentPane().add(new JScrollPane(textArea), BorderLayout.CENTER);
            pack();
            setVisible(true);
    
            // Create reader threads
            new ReaderThread(piOut).start();
            new ReaderThread(piErr).start();
        }
    
        class ReaderThread extends Thread {
            PipedInputStream pi;
    
            ReaderThread(PipedInputStream pi) {
                this.pi = pi;
            }
    
            public void run() {
                final byte[] buf = new byte[1024];
                try {
                    while (true) {
                        final int len = pi.read(buf);
                        if (len == -1) {
                            break;
                        }
                        SwingUtilities.invokeLater(new Runnable() {
                            public void run() {
                                textArea.append(new String(buf, 0, len));
    
                                // Make sure the last line is always visible
                                textArea.setCaretPosition(textArea.getDocument().getLength());
    
                                // Keep the text area down to a certain character size
                                int idealSize = 1000;
                                int maxExcess = 500;
                                int excess = textArea.getDocument().getLength() - idealSize;
                                if (excess >= maxExcess) {
                                    textArea.replaceRange("", 0, excess);
                                }
                            }
                        });
                    }
                } catch (IOException e) {
                }
            }
        }
    }

The console window is created using 
    try {
        new Console();
    } catch (IOException e) {
    }