Joxy is a look-and-feel for Java Swing imitating the KDE Oxygen style.
The KDE desktop environment uses the Oxygen theme by default. By default, Java applications don't follow this theme at all. The Joxy Look and Feel is a "skin" to let Java Swing applications look like the Oxygen theme. Joxy is not an application itself, but a skin for other programs.
For installation instructions, please see Joxy's website.