The window title bar is controlled by the window manager, not Swing. You do not say which OS / GUI you are using.
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import javax.swing.JFrame;
import javax.swing.JLabel;
import javax.swing.SwingUtilities;
public class GlyphCheck
{
public static void main(String[] argv) throws Exception {
final String title = "Testing: \u30CD";
SwingUtilities.invokeAndWait(new Runnable() {
public void run() {
JFrame frame = new JFrame(title);
frame.setDefaultCloseOperation(JFrame.DISPOSE_ON_CLOSE);
JLabel label = new JLabel(title);
label.setSize(200, 100);
frame.setContentPane(label);
frame.pack();
frame.setVisible(true);
}
});
}
}