Let a class extend JFrame in order to let this class be used as a GUI window. Either manually or using a designer, add visual components to an instance of this JFrame class.
To add a dropdown box, you would typically use the class called JComboBox. Create one of these and add it to your JFrame (Note that JFrame has a method 'add'). In order to add and retrieve items from this combobox, you should set its backing Model. A common way to do this is creating a new instance of DefaultComboBoxModel, adding elements of your desired type into this model, and then setting this as the model on your combobox instance. Later, you can get the selected item from this model by invoking JComboBox#getSelectedItem.