import javax.swing.*;

public class Main {
    public static final int WIDTH = 500;
    public static final int HEIGHT = 500;

    public static void main(String[] args) {
        JFrame frame = new JFrame();
        frame.add(new GameFrame());
        frame.setVisible(true);
        frame.setSize(WIDTH, HEIGHT);
        frame.setDefaultCloseOperation(JFrame.EXIT_ON_CLOSE);
        frame.setLocationRelativeTo(null);
    }
}

package ru.azad.mygame;

import javax.swing.*;
import java.awt.*;
import java.awt.event.*;

public class GameFrame extends JComponent implements Runnable {
    int x = Main.WIDTH / 2;
    int y = Main.HEIGHT / 2;

    public GameFrame() {

        setLayout(new FlowLayout());
        this.addKeyListener(new KeyAdapter() {
            @Override
            public void keyPressed(KeyEvent e) {
                keyPressed2(e);
            }
        });
        Thread t = new Thread(this);
        t.start();
    }

    public void paintComponent(Graphics g) {
        g.setColor(new Color(0, 0, 0));
        g.fillRect(x, y, 10, 25);
    }

    public void keyPressed2(KeyEvent e) {

        if (e.getKeyCode() == KeyEvent.VK_UP) {
            y++;
        }
        if (e.getKeyCode() == KeyEvent.VK_DOWN) {
            y--;
        }
        if (e.getKeyCode() == KeyEvent.VK_LEFT) {
            x--;
        }
        if (e.getKeyCode() == KeyEvent.VK_RIGHT) {
            x++;
        }

        repaint();
    }

    @Override
    public void run() {
        try {
            while (true) {
                repaint();
                Thread.sleep(20);
            }
        } catch (InterruptedException e) {
            e.printStackTrace();
        }
    }
}