"How can i get request object in swing"
You can't really, as the previous response implied. A swing app with run in a separate JVM from the web server. You could pass a session id or other needed information like so
<jnlp codebase="">
<argument sessionid="1099"> </argument>
</jnlp>
or similar for <applet> tag.
Then retrieve that value(as argument or parameter) in your swing code.