To create a Swing program in Java, you can follow the steps below:

1. Import the necessary Swing packages: The first step is to import the necessary packages that are required to create Swing components in Java. These packages include javax.swing, java.awt, and java.awt.event.

2. Create a JFrame: A JFrame is a top-level container that represents the main window of a desktop application. To create a JFrame, you can extend the JFrame class or create an instance of it.

3. Add components to the JFrame: You can add components to the JFrame by using the add() method. You can add any Swing component, such as JButton, JLabel, or JTextField, to the JFrame.

4. Set the layout: To position the components on the JFrame, you can set the layout manager. Some of the commonly used layout managers in Swing include BorderLayout, GridLayout, and FlowLayout.

5. Add event listeners: To handle user input, you can add event listeners to the components. For example, you can add an ActionListener to a JButton to handle the button click event.

6. Display the JFrame: Finally, you need to make the JFrame visible by calling the setVisible() method. You can also set the size of the JFrame by calling the setSize() method.

Here is an example code for a basic Swing program in Java:

import javax.swing.*;
import java.awt.*;
import java.awt.event.*;

public class MySwingProgram extends JFrame {
    public MySwingProgram() {
        super("My Swing Program");
        setDefaultCloseOperation(JFrame.EXIT_ON_CLOSE);

        // Create components
        JLabel label = new JLabel("Enter your name:");
        JTextField textField = new JTextField(20);
        JButton button = new JButton("Submit");

        // Set layout
        setLayout(new FlowLayout());

        // Add components to JFrame
        add(label);
        add(textField);
        add(button);

        // Add event listener to button
        button.addActionListener(new ActionListener() {
            public void actionPerformed(ActionEvent e) {
                String name = textField.getText();
                JOptionPane.showMessageDialog(null, "Hello, " + name + "!");
            }
        });

        // Display JFrame
        setSize(300, 200);
        setVisible(true);
    }

    public static void main(String[] args) {
        new MySwingProgram();
    }
}

In this example, we create a JFrame with a label, text field, and a button. When the user clicks the button, a dialog box appears that displays the user's name. The program terminates when the user closes the JFrame.