How do you display an animated GIF in a Java application?
Try this:
// I suppose you have already set your JFrame
Icon imgIcon = new ImageIcon(this.getClass().getResource("ajax-loader.gif"));
JLabel label = new JLabel(imgIcon);
label.setBounds(668, 43, 46, 14); // for example, you can use your own values
frame.getContentPane().add(label);
Found on this tutorial on how to display animated gif in java
Or live on youtube : https://youtu.be/_NEnhm9mgdE