How can I create a bar in the bottom of a Java app, like a status bar?

Create a JFrame or JPanel with a BorderLayout, give it something like a BevelBorder or line border so it is seperated off from the rest of the content and then add the status panel at BorderLayout.SOUTH.

JFrame frame = new JFrame();
frame.setLayout(new BorderLayout());
frame.setSize(200, 200);

// create the status bar panel and shove it down the bottom of the frame
JPanel statusPanel = new JPanel();
statusPanel.setBorder(new BevelBorder(BevelBorder.LOWERED));
frame.add(statusPanel, BorderLayout.SOUTH);
statusPanel.setPreferredSize(new Dimension(frame.getWidth(), 16));
statusPanel.setLayout(new BoxLayout(statusPanel, BoxLayout.X_AXIS));
JLabel statusLabel = new JLabel("status");
statusLabel.setHorizontalAlignment(SwingConstants.LEFT);
statusPanel.add(statusLabel);

frame.setVisible(true);

Here is the result of the above status bar code on my machine: