What is the difference between Swing and Swing Application Framework?

Swing is an API for providing a graphical user interface for Java applications.

Swing Application Framework (JSR 296) is a framework for creating Swing applications that defines infrastructure common to most Java desktop applications and makes Swing applications easier to create.

Where is Swing Application Framework Support in the NetBeans IDE?

As of NetBeans 7.1, the Swing Application Framework module is no longer included in the NetBeans IDE.

Note that support for Swing is not affected by the removal of Swing Application Framework in NetBeans IDE 7.1.

What options are there for developing with Swing Application Framework?

Developers who still want to use the Swing Application Framework functionality in the IDE can do so with NetBeans IDE 7.0.1 or earlier versions of the IDE.
There are plugins that allow use of SAF including the Matisse UI editor with current NetBeans (e.g. 7.3.1). Install plugins:

What happens when I open some project that is using Swing Application Framework library in NetBeans 7.1?

The project will be marked as uncompilable because the Swing Application Framework library is not distributed with NetBeans 7.1. The Reference Problems dialog box will display to help you resolve the problem with the missing library. This dialog allows automatic resolution of the missing library. In other words, it allows automatic download from the Update Center of a very small module that defines the Swing Application Framework library and downloads its bits from the Maven repository.

Note that this allows compilation of the project only. It does not allow editing of GUI forms that use Swing Application Framework.

What happens when I attempt to open a GUI form that uses Swing Application Framework in NetBeans 7.1?

The GUI Builder will refuse to open the form and will explain that the support of Swing Application Framework was discontinued. It will also suggest to use NetBeans IDE 7.0.1 to edit such forms.
A solution for converting existing forms to "plain Swing" is described in Bug 204661.

Is there an alternative to Swing Application Framework in developing Java desktop applications in NetBeans 7.1?

You can use NetBeans Platform in NetBeans 7.1. It provides many more features, including a plugin system and a docking framework, than the Swing Application Framework did. But, because it is larger, there is also more to learn. You can, however, use a very small subset of it. In fact, no one uses all of the NetBeans Platform, just those parts that make sense in a particular context.

See the following docs for details:

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