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To respond to actions, selections, etc...register the appropriate listener to perform any tasks - in the case of a JButton register an ActionListener: How to Write an Action Listener (The Java™...

Your initial question is very broad - hence the reason I linked to those tutorials. If they didn't answer your question, then perhaps refining the question by breaking it down into more specific...

You can start with these tutorials:
Trail: Creating a GUI With JFC/Swing (The Java™ Tutorials)
Trail: JDBC(TM) Database Access (The Java™ Tutorials)
Lesson: Working with Images (The Java™...