Message Dialog

You can implement a basic message dialog via the JOptionPane.showMessageDialog() method. The first parameter to showMessageDialog() is a component to position the dialog relative to and the second parameter is usually a string to display in the dialog.

try {
  in = new Scanner(new File("data.txt"));
 } catch(Exception ex) {
  JOptionPane.showMessageDialog(this,"Could not open data.txt.");
  System.exit(1);
}

Confirmation Dialog

To ask the user a simple question with a yes or no answer, use the method JOptionPane.showConfirmDialog().

int response = JOptionPane.showConfirmDialog(this,
  "Are you sure you want to quit?");
if(response == JOptionPane.YES_OPTION)
  System.exit(0);

Simple Input Dialog

To ask the user to provide a single, simple item of text input, use the method JOptionPane.showInputDialog(). If the user enters a response and clicks OK, showInputDialog will return the string they entered. If the user cancels the dialog, showInputDialog returns null.

String response = JOptionPane.showInputDialog(this,
  "Enter a number to search for.");
if(response != null)
  search(response);

File Chooser

Instead of hard-coding file names into your application, you may want to give your user the option to select files to open. The JFileChooser class offers methods to display a standard file open dialog and return a File object representing the file the user has selected.

JFileChooser chooser = new JFileChooser();
int response = chooser.showOpenDialog(this);
if(response == JFileChooser.APPROVE_OPTION) {
  File theFile = chooser.getSelectedFile();
  try {
    in = new Scanner(theFile);
  }
     catch(Exception ex) {
    JOptionPane.showMessageDialog(this,
          "Could not open the file.");
    System.exit(1);
      }
}

There is also a showSaveDialog() method you can call to display the standard save dialog.