Hey,
integration of JSFML RenderWindows into Swing GUIs exists (it's called "RenderCanvas"), but it's unreleased so far. It works fine for Windows as far as I can tell and I think it does on Linux, however, there is no Mac code at all yet, since I don't have one.
So at the time being, there is no way for you to do this.
Looking at things now, I might as well merge that "render-canvas" branch into the master branch, so it'd be available for Windows and Linux at least. I hope I can find some time for this in March.