Use a nested layout1 in a panel. Put the panel in a frame.
For the nested layout, I suggest a GridLayout
for the main area, and possibly a 1 column GridLayout
or a BoxLayout
for the buttons and controls on the right hand side.

What should i use, japplet, jframe, jpanel?
You seem to have some confusion.
- Avoid applets unless you are very experienced at making GUIs already, and absolutely need something that can be embedded in a web page. They are an absolute PITA.
- A frame is what (just about) every desktop app. needs.
- Panels can be put in applets, frames, dialogs, other panels.. They are a generic 'container' for holding other components. Ultimately they need to be displayed in a top level container such as a frame or applet.
Without panel, only frame is not enough?
It depends. If adding only one or few components, then a single layout in a frame will do. OTOH, if you really only have 1 component, show it in a JOptionPane
(easier).
Few applications/frames will only have a couple of components though. Another thing to consider is that if a GUI is coded in a panel, that panel can then be displayed in a frame, or an applet (known as an 'hybrid application/applet'. ..Or it can be displayed in a window or a dialog or an option pane, or one side of a split pane, or one tab of a tabbed pane or in a list or..
In short, if it is in a panel, you immediately have many more options about how it can be used or reused.