Sure you can do that using Swing. You may want to look into Java's Shape library for that.
Alternatively you can simply override the Component's paint method as shown below.
import javax.swing.*;
import java.awt.*;
public class ShapeTest extends JFrame{
public ShapeTest(){
setSize(400,400);
setDefaultCloseOperation(JFrame.EXIT_ON_CLOSE);
setLocationRelativeTo(null);
setVisible(true);
}
public static void main(String a[]){
new ShapeTest();
}
public void paint(Graphics g){
g.drawOval(40, 40, 60, 60); //FOR CIRCLE
g.drawRect(80, 30, 200, 200); // FOR SQUARE
g.drawRect(200, 100, 100, 200); // FOR RECT
}
}