This solution requires that a Swing client has direct access to database. In real world applications this is usually not possible for security reasons (unless you are building an application for small secured network). Also, direct client-server architecture has several well-known drawbacks (that's why people invented application servers).
Usually, you have to get data from a server application via transfer objects or EJB 3.0 POJOs. You can use these POJOs directly in JTable when using smart frameworks like TikeSwing (http://www.sourceforge.net/projects/tikeswing) .