You want to have a GUI on the NXT's screen? What kind of GUI classes are you expecting? For programs that run on the PC (and communicate with the NXT via USB or bluetooth), you can use Swing GUI components.
But note, that this link only covers the documentation of the classes provided by leJOS. The JDK comes with many more, including Swing, and the documentation can be found here: http://docs.oracle.com/javase/7/docs/api/