Here's a Java program to create an enum class:

public enum DaysOfWeek {
    MONDAY,
    TUESDAY,
    WEDNESDAY,
    THURSDAY,
    FRIDAY,
    SATURDAY,
    SUNDAY
}

This program creates an enum called DaysOfWeek. An enum is a special type of class in Java that is used to define a set of constant values. In this example, we are defining the days of the week as constant values.

Each day of the week is defined as a separate constant value in the enum using the syntax DAY_NAME. In this example, we have defined the days of the week from Monday to Sunday.

Once we have defined the enum, we can use it in other parts of our code. Here's an example of how to use the DaysOfWeekenum in a Java program:

public class Main {
    public static void main(String[] args) {
        DaysOfWeek today = DaysOfWeek.MONDAY;
        
        switch (today) {
            case MONDAY:
                System.out.println("Today is Monday.");
                break;
            case TUESDAY:
                System.out.println("Today is Tuesday.");
                break;
            case WEDNESDAY:
                System.out.println("Today is Wednesday.");
                break;
            case THURSDAY:
                System.out.println("Today is Thursday.");
                break;
            case FRIDAY:
                System.out.println("Today is Friday.");
                break;
            case SATURDAY:
                System.out.println("Today is Saturday.");
                break;
            case SUNDAY:
                System.out.println("Today is Sunday.");
                break;
        }
    }
}

In this example, we are creating a variable called today of type DaysOfWeek and setting its value to MONDAY. We are then using a switch statement to check the value of today and printing a message to the console depending on which day it is.

This is just a simple example of how to create and use an enum in Java. You can define any set of constant values that you need in your own enum class.