Is there anyway to use swing to create menus in JME applications?
Can you explain me how?
Yes, there is JMEDesktop.
You can render Swing inside of JME,
have a look at HelloJMEDesktop and TestJMEDesktop in the jmetest package.
But as much as I heart JMEDesktop is a little bit buggy, but I haven't tried it yet.
There are also several other possibilities for drawing a GUI / HUD.
Search around the forum, there is FengGUI, GBUI, Java2D integration and some others.