GUI's are extremely useful. Chapter 4 of the L3 workbook outlines a great deal of what is required to hand code a GUI. However, many people use an Integrated Development Environment (IDE) to quickly build GUI's. I think that it's fine to use an IDE as long as you understand what is happening with the code. The assessment does allow you to either handcode or use an IDE for the GUI. If you hand code, you are required to use only one class, if you use an IDE, more than one class must be used. In both cases, event handling must be coded by hand.
The two tutorials below, Two ways of making GUI's and Using Netbeans to create the Sportsday programme. should be completed. They are significant tutorials that cover classes, GUI's and IDE's. It is essential that you compete them to have a chance of doing the assessment.
Two ways.... is quite simple, while Sportsday is much more complicated. Each set of instructions includes screenshots and links to code.