Are you using the Swing library, or something else? Can you be more specific in your question?
If you're using Swing...
To simply show an image that doesn't change, you can use a JLabel with an icon -- see https://stackoverflow.com/questions/3775373/java-how-to-add-image-to-jlabel .
If you're wanting to do more with the image, e.g. in the context of a game, you might look at the tutorials here: http://zetcode.com/tutorials/javagamestutorial/