How do I popup a new JFrame?

Check if it's something like this:

import javax.swing.*;

/**
 * JOptionPane showInputDialog example #1.
 * A simple showInputDialog example.
 * @author alvin alexander, http://alvinalexander.com
 */
public class JOptionPaneShowInputDialogExample1
{
  public static void main(String[] args)
  {
    // a jframe here isn't strictly necessary, but it makes the example a little more real
    JFrame frame = new JFrame("InputDialog Example #1");

    // prompt the user to enter their name
    String name = JOptionPane.showInputDialog(frame, "What's your name?");

    // get the user's input. note that if they press Cancel, 'name' will be null
    System.out.printf("The user's name is '%s'.\n", name);
    System.exit(0);
  }
}

Link to more examples

You can create this popup using JDialog . Apparently you already use JFrame and you know you can add components to it, JDialog works the same way.

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

public class Main {

    public static void main(String...args) {

        // A Janela 'principal'
        JFrame jFrame = new JFrame();
        jFrame.setSize(300, 300);
        jFrame.setDefaultCloseOperation(JFrame.EXIT_ON_CLOSE);

        // O Janela 'popup' que terá os botões de seleção, data, etc
        JDialog jdialog = new JDialog(jFrame, true);
        jdialog.setSize(200, 200);
        jdialog.setLayout(new FlowLayout());
        jdialog.setDefaultCloseOperation(JDialog.DISPOSE_ON_CLOSE);

        // Adicionando os botões de 'radio' no JDialog da mesma forma que é feita no JFrame
        jdialog.add(new JRadioButton("Vermelho"));
        jdialog.add(new JRadioButton("Verde"));
        jdialog.add(new JRadioButton("Azul"));

        jFrame.setVisible(true);
        jdialog.setVisible(true);
    }
}

Result:

And then you can add the components ( JLabel , JTextField , etc) according to the need of your application.