Yes, moving your console app over to a Swing component isn't just a matter of stuffing the output into a message box. Message boxes don't work like the console at all. You will need to work with frames/panels and either arrays of components or custom 2D painting with mouse listeners.
It gets deep pretty quickly once you decide to move into GUI programming and as Black Box noted, you need to start at the beginning.
If you do go that route and get a bit of understanding of Swing under your belt, feel free to post back with questions on what components and techniques can be used to build your interface.
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