I did my dissertation on Java3D available for windows and linux
(blackdown). Java3D is a very good library of graphics routines. I
advise that you follow the tutorials that come with J3D and practice on
their demo files.

Autocad is a 2D program that has a 3D renderer when selected. There
should be no problem creating  a similar program using Swing/AWT.
However, if you want 3D graphics in java  use the Java3D library or use
GL4Java, which is slightly more complex.

I'll second the Java3D. Just finished an honors project using it.
Great libraries, though dynamic stuff's a bit clunky. Be aware it
hasn't been improved in a while, but Sun's talking about taking
another whack at it.

Haven't heard of GL4Java, but I assume it's a version of OpenGL for Java.

Its exactly that. Take a look at the gears demo for it. Its pretty
impressive