This lesson introduced you to the concepts and rules that will enable you to create Swing components that perform custom painting. Although the lesson doesn't explicitly talk about implementing an icon or border, the rules are similar. An icon or border is just an object that knows how to paint itself; it needs a component to provide the graphics context. An example of implementing a custom icon is in Creating a Custom Icon Implementation.

For information on painting, see the 2D Graphics trail. Another great resource is The Swing Connection, which has articles such as Painting in AWT and Swing and Unleash Your Creativity with Swing and the Java 2D API!