is this possible create different applet page..and link with one page to another...

if click button present in the one applet page... it will redirect or shown another..

(like html page )

is there anyway to create fullscreen application in java??(in applet or frame)...

for connecting database applet based application is best or frame based application best???

The choice of Applet vs Frame is one of where you are going to use it.

Applets are basicly used in a webpage, implemented on the page by html.
Frames are stand-alone applications.

To 'go from one page to the other', I suggest working with different JPanels, and switching the shown JPanel to the one you want by programming it for your button.

For the fullscreen, you can try