ArrayList  cdcollection = new ArrayList();
private void initButtonActionPerformed(java.awt.event.ActionEvent evt) {
    Collections.addAll(cdcollection, \         
         
You have defined collection as a string like String collection = "";. There is no method called get(j) in String class. Try to use your arraylist object cdcollection. Also take of the creation of arraylist. You have done like ArrayList , try to use generics both the sides like ArrayList , otherwise you might get unnecessary warnings.
EDIT:
public static void main(String[] args){
    ArrayList cdcollection = new ArrayList();
    Collections.addAll(cdcollection, "renier\n", "mert\n", "rain\n",
            "mylen", "dreb\n");
    String title1 = "Original Order\n\n";
    String title2 = "Sorted Order\n\n";
    String collection = "";
    for (int i = 0; i < cdcollection.size(); i++) {
        collection = collection + cdcollection.get(i);
    }
    System.out.println(title1 + collection);
    Collections.sort(cdcollection);
    System.out.println(cdcollection);
}