Usually "GUI" is pronounced "gooey." (Many "gooey" programs run on "eunuchs" systems with "scuzzy" disks.)
All Java GUI classes are based on the fundamental classes in the Application Windowing Toolkit, or AWT. The AWT fundamental classes are also used as the base classes an older set of components (which are usually regarded as part of the AWT). Swing components come with Java release 1.1.2 and later. If you download the most recent release of Java, Swing will be part of it.
The older AWT components are similar to Swing components, but Swing components are more versatile. Also, Swing integrates smoothly with the Java Foundation Classes. The Java Foundation Classes provide many classes needed for modern software development. Sun Microsystems recommends that you use Swing for all new application code.
Warning: you may need to know both AWT and Swing for Java certification. Check for the most recent requirements.