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Add the components (JButton, etc...) to a JPanel, then add this JPanel to a JApplet. Like I mentioned, there are many code examples online, and if you want specific help with your code you are better...

Give it a try and see ;) There are lots of code examples in the following link:
How to Make Applets (The Java™ Tutorials > Creating a GUI With JFC/Swing > Using Swing Components)

It appears you wish to add Swing components...see the following tutorial page: Trail: Creating a GUI With JFC/Swing (The Java™ Tutorials)